Buscar recursos académicos

Simultaneous inference is a common problem in many areas of application. If multiple null hypotheses are tested simultaneously, the probability of rejecting erroneously at least one of them increases beyond the pre-speci...

This paper derives unbalanced versions of the tests statistics for first order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived ...