Testing for serial correlation in hierarchical linear models

DOI10.1016/J.JMVA.2017.11.007MaRDI QIDQ1742734zbMATH OpenOpenAlexFDO

Authors Javier Alejo, Walter Sosa-Escudero, Gabriel Montes-Rojas

Publication date 12 April 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11336/87244

zbMATH Keywords

clustersrandom effectsserial correlation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to economics (62P20)

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Cites work

• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
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• UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
• Useful matrix transformations for panel data analysis: a survey

Cited in

(1)

• Identifying intraclass correlations necessitating hierarchical modeling

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