Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/127581
Authors: 
Sosa-Escudero, Walter
Bera, Anil K.
Year of Publication: 
2008
Series/Report no.: 
Documento de Trabajo 65
Abstract: 
This paper derives unbalanced versions of the tests statistics for ¯rst order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. Also, as it was the case of the previously available tests, the test statistics proposed here are based on the OLS residuals, and hence are computationally very simple.
Subjects: 
error components model
unbalanced panel data
testing
misspecification
JEL: 
C12
C23
C52
Document Type: 
Working Paper

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