Testing serial correlation in semiparametric panel data models

DOI10.1016/S0304-4076(98)00013-XzbMath0943.62039MaRDI QIDQ1305628

Q. Li, Cheng Hsiao

Publication date: 22 September 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

semiparametric estimation; partially linear model; individual effects; testing serial correlation; dynamical panel data model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Related Items

Testing Serial Correlation in Semiparametric Time Series Models, Multilevel and nonlinear panel data models, Testing serial correlation in semiparametric varying-coefficient partially linear EV models, Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model, On instrumental variable estimation of semiparametric dynamic panel data models., Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood, NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS

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