A joint serial correlation test for linear panel data models
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Cites work
- scientific article; zbMATH DE number 3949560 (Why is no real title available?)
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- A test of cross section dependence for a linear dynamic panel model with regressors
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- Estimating Vector Autoregressions with Panel Data
- Estimating long-run relationships from dynamic heterogeneous panels
- GMM estimation of linear panel data models with time-varying individual effects
- Generalized method of moments specification testing
- Initial conditions and moment restrictions in dynamic panel data models
- Large Sample Properties of Generalized Method of Moments Estimators
- Misspecification tests and their uses in econometrics
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- On testing overidentifying restrictions in dynamic panel data models
- On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
- On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Panel Data Econometrics
- Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Specification Tests in Econometrics
- Testing slope homogeneity in large panels
- The Estimation of Economic Relationships using Instrumental Variables
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Cited in
(13)- Robust estimation of moments in dynamic panel models with potential intercorrelation
- Level-based estimation of dynamic panel models
- Specification tests and tests for overidentifying restrictions in panel data models with selection
- Estimation of and testing for random effects in dynamic panel data models
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects
- A modified residual-based test for serial correlation in linear panel data models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Testing for serial independence of panel errors
- Cross-Sectional Dependence in Panel Data Analysis
- A joint test for conditional heteroscedasticity in dynamic panel data models
- Testing for serial correlation in three-dimensional panel data models
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data
- A robust test for serial correlation in panel data models
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