A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

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Keywords

@article{4761572da0984c17b773a046a300f3a6,

title = "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects",

keywords = "Bootstrap, F -test, Heteroskedasticity, Non-normality, Random effects",

author = "Chris Orme and Takashi Yamagata",

year = "2013",

month = aug,

day = "9",

doi = "10.1080/07474938.2013.824792",

language = "English",

volume = "33",

pages = "431--471",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor & Francis",

number = "5-6",

}

TY - JOUR

T1 - A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

AU - Orme, Chris

AU - Yamagata, Takashi

PY - 2013/8/9

Y1 - 2013/8/9

KW - Bootstrap

KW - F -test

KW - Heteroskedasticity

KW - Non-normality

KW - Random effects

U2 - 10.1080/07474938.2013.824792

DO - 10.1080/07474938.2013.824792

M3 - Article

VL - 33

SP - 431

EP - 471

JO - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 5-6

ER -