Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774)
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scientific article; zbMATH DE number 6348097
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| English | Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities |
scientific article; zbMATH DE number 6348097 |
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Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (English)
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26 September 2014
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small samples
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serial correlation
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estimation
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repeated measurements
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panel data
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Edgeworth expansion
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tail probability
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autoregression
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cumulants
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moments
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time series
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inference
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0.8466280102729797
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0.7682259678840637
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0.7326712012290955
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0.7326164841651917
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0.7309432625770569
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