POOLING - AN EXPERIMENTAL-STUDY OF ALTERNATIVE TESTING AND ESTIMATION PROCEDURES IN A 2-WAY ERROR COMPONENT MODEL

[1] Amemiya T., 1971, INT ECON REV, V12, P1

[2] [Anonymous], 1957, SOME ASPECTS MULTIVA

[3] Arora S., 1973, ANN ECON SOC MEAS, V2, P451

[4] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J]. ECONOMETRICA, 1966, 34 (03) : 585 - &

[5] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[7] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS - AN EXPOSITORY NOTE [J]. ECONOMETRICA, 1970, 38 (02) : 361 - &

[8] Fuller W.A., 1974, J ECONOMETRICS, V2, P67, DOI [10.1016/0304-4076(74)90030-X, DOI 10.1016/0304-4076(74)90030-X.]

[9] HAUSMAN, 1979, SUM EC SOC M MONTR

[10] SPECIFICATION TESTS IN ECONOMETRICS [J]. ECONOMETRICA, 1978, 46 (06) : 1251 - 1271

[1] Amemiya T., 1971, INT ECON REV, V12, P1

[2] [Anonymous], 1957, SOME ASPECTS MULTIVA

[3] Arora S., 1973, ANN ECON SOC MEAS, V2, P451

[4] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J]. ECONOMETRICA, 1966, 34 (03) : 585 - &

[5] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[7] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS - AN EXPOSITORY NOTE [J]. ECONOMETRICA, 1970, 38 (02) : 361 - &

[8] Fuller W.A., 1974, J ECONOMETRICS, V2, P67, DOI [10.1016/0304-4076(74)90030-X, DOI 10.1016/0304-4076(74)90030-X.]

[9] HAUSMAN, 1979, SUM EC SOC M MONTR

[10] SPECIFICATION TESTS IN ECONOMETRICS [J]. ECONOMETRICA, 1978, 46 (06) : 1251 - 1271