참고문헌
- 송석헌, 최충돈 (2003). 패널회귀모형에서 선형성검정, <응용통계연구>, 16, 351-364
- Baltagi, B. H. (2002). Econometric Analysis of Panel Data, John Wiley, New York
- Baltagi, B. H., Song. S. H. and Jung. B. C. (2001). The unbalanced nested error component regression model, Journal of Econometrics, 101, 357-381 https://doi.org/10.1016/S0304-4076(00)00089-0
- Baltagi, B. H., Song. S. H. and Jung. B. C. (2002a). Simple LM tests for unbalanced nested error component regression model, Econometric Reviews, 21, 167-187 https://doi.org/10.1081/ETC-120014347
- Baltagi, B. H., Song. S. H. and Jung. B. C. (2002b). A comparative study of alterative estimators for the unbalanced two-way error component regression model, The Econometrics Journal, 5, 480-493 https://doi.org/10.1111/1368-423X.t01-1-00094
- Box, G. E. P. and Cox D. R. (1964). An analysis of transformations, Journal of The Royal Statistical Society Series, 26, 211-252
- Davidson, R. and MacKinnon, J. G. (1984). Model specification test based on artificial regression, International Economic Review, 25, 485-502 https://doi.org/10.2307/2526210
- Davidson, R. and MacKinnon, J. G. (1988). Double-Length artificial regression, Oxford Bulletin of Economics and Statistics, 50, 203-217 https://doi.org/10.1111/j.1468-0084.1988.mp50002008.x
- Davidson, R. and MacKinnon, J. G. (1990). Specification tests based on artificial regressions, Journal of the American Statistical Association, 85, 220-227 https://doi.org/10.2307/2289548
- Fuller, W. A. and Battese, G. E. (1974). Estimation of linear models with cross-error structure, Journal of Econometrics, 2, 67-68 https://doi.org/10.1016/0304-4076(74)90030-X
- Godfrey, L. G. and Wickens, M. R. (1981). Testing linear and log-linear regressions for functional form, Review of Economic Studies, 48, 487-496 https://doi.org/10.2307/2297160
- Nerlove, M. (1971). Further evidence on the estimation of dynamic economic relations from a time-series of cross-sections, Econometrica, 39, 359-382 https://doi.org/10.2307/1913350
- Yeo, I. K. and Johnson, R. A. (2000). A new family of power transformation to improve normality or symmetry, Biometrika, 87, 954-959 https://doi.org/10.1093/biomet/87.4.954