Testing the Error Components Model with Non-Normal Disturbances
- 1 October 1985
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 52 (4) , 681-690
- https://doi.org/10.2307/2297739
Abstract
This paper derives the limit distribution of the test statistics for the error components model proposed by Breusch and Pagan under the assumption ofKeywords
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