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Rank‐based Optimal Tests for Random Effects in Panel Data

Nezar Bennala, Marc Hallin () and Davy Paindaveine ()

No ECARES 2010-018, Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: Random Effects; Panel Data; Rank Tests; Local Asymptotic Normality (search for similar items in EconPapers)
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Date: 2010
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