Exact Tests in Panel Data Using Generalized p-Values |
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| Authors: | H B Zhao |
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| Institution: | 1. Department of Statistics , Shanghai University of Finance and Economics , Shanghai, China zstatistics1978@yahoo.com |
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| Abstract: | In this article, we consider exact tests in panel data regression model with one-way and two-way error component for which no exact tests are available. Exact inferences using generalized p-values are obtained. When there are several groups of panel data, test for equal coefficients under one-way and two-way error component are derived. |
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| Keywords: | Error component Generalized p-values Panel data |
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