A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

Chris Orme, Takashi Yamagata

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)431-471
JournalEconometric Reviews
Volume33
Issue number5-6
DOIs
Publication statusE-pub ahead of print - 9 Aug 2013

Keywords

  • Bootstrap
  • F -test
  • Heteroskedasticity
  • Non-normality
  • Random effects

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