Walter Sosa-Escudero

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
This paper derives tests for skewness and kurtosis for the one-way error components model. The test statistics are based on the between and within transformations of pooled OLS residuals, and are derived in a conditional moments framework. We derive the limiting distribution of the test statistics for panels with large cross-sectional and fixed time-series(More)
  • 1