Testing model adequacy for dynamic panel data with intercorrelation
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Publication:4455355
DOI10.1093/biomet/89.3.591zbMath1036.62073OpenAlexW2149160172MaRDI QIDQ4455355
Wai Keung Li, Bo Fu, Wing-Kam Fung
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.3.591
Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators ⋮ A randomness test for functional panels ⋮ Testing for Trend Specifications in Panel Data Models ⋮ Nonparametric dynamic panel data models: kernel estimation and specification testing ⋮ NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
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