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Communications in Statistics - Theory and Methods Volume 37, 2007 - Issue 1
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INFERENCE

Exact Tests in Panel Data Using Generalized p-Values

H. B. Zhao Department of Statistics, Shanghai University of Finance and Economics, Shanghai, ChinaCorrespondence[email protected]
Pages 18-36 | Received 24 Mar 2006, Accepted 09 Mar 2007, Published online: 26 Dec 2007
 
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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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