A joint test for conditional heteroscedasticity in dynamic panel data models
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Cites work
- A joint serial correlation test for linear panel data models
- Analysis of panel data
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- Large Sample Properties of Generalized Method of Moments Estimators
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- The Estimation of Economic Relationships using Instrumental Variables
Cited in
(5)- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects
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