Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for heteroskedasticity and serial correlation in a random effects panel data model |
scientific article |
Statements
Testing for heteroskedasticity and serial correlation in a random effects panel data model (English)
0 references
25 July 2016
0 references
panel data
0 references
heteroskedasticity
0 references
serial correlation
0 references
Lagrange multiplier tests
0 references
likelihood ratio
0 references
random effects
0 references
