A Lagrange Multiplier Test for the Error Components Model with Incomplete Panels

Research output: Contribution to journalArticle

52 Scopus citations

Abstract

This paper extends the Breusch and Pagan (1980) lagrange multiplier test for the random effects model to the incomplete panel data case. It is shown that this test retains the simple additive structure observed in the complete panel data case. It should prove useful for practitioners facing incomplete panel data applications.

Original languageEnglish (US)
Pages (from-to)103-107
Number of pages5
JournalEconometric Reviews
Volume9
Issue number1
DOIs
StatePublished - Jan 1990
Externally publishedYes

Keywords

  • Breusch and Pagan Test
  • Error Components Model
  • Incomplete Panel Data
  • Lagrange Multiplier

ASJC Scopus subject areas

  • Economics and Econometrics

Fingerprint Dive into the research topics of 'A Lagrange Multiplier Test for the Error Components Model with Incomplete Panels'. Together they form a unique fingerprint.

  • Cite this