Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320): Difference between revisions

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-.1016/j.matcom.2008.08.006
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Testing AR(1) against MA(1) disturbances in an error component model
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+UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
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+Tests for the error component model in the presence of local misspecification
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+How Much Should We Trust Differences-In-Differences Estimates?
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+Serial Correlation and the Fixed Effects Model
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Testing model adequacy for dynamic panel data with intercorrelation
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Q4328700
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+Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
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+A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
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+Income Variance Dynamics and Heterogeneity
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+Q3266740
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+Q2995585
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@@ Property / DOI @@
+.1016/J.MATCOM.2008.08.006
@@ Property / DOI: 10.1016/J.MATCOM.2008.08.006 / rank @@
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