Serial Correlation and the Fixed Effects Model (Q3962394)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Serial Correlation and the Fixed Effects Model |
scientific article |
Statements
Serial Correlation and the Fixed Effects Model (English)
0 references
1982
0 references
fixed effects model
0 references
Durbin-Watson type statistics
0 references
OLS residuals
0 references
panel data
0 references
tests of serial correlation
0 references
GLS estimator
0 references
Monte-Carlo methods
0 references
tests for random walk residuals
0 references
survey of income dynamics
0 references