Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities |
scientific article |
Statements
Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (English)
0 references
26 September 2014
0 references
small samples
0 references
serial correlation
0 references
estimation
0 references
repeated measurements
0 references
panel data
0 references
Edgeworth expansion
0 references
tail probability
0 references
autoregression
0 references
cumulants
0 references
moments
0 references
time series
0 references
inference
0 references
0 references
0 references
0 references
0 references
0 references
