A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS

DOI10.1017/S0266466612000072zbMath1369.62089MaRDI QIDQ3168426

Jia Chen, Degui Li, J. T. Gao

Publication date: 31 October 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

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

91B84: Economic time series analysis

62J20: Diagnostics, and linear inference and regression