Detecting serial correlat101 in the error structure of a cross-lagged panel model
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Publication:3747598
DOI10.1080/03610928608829126zbMath0608.62147OpenAlexW2148150701MaRDI QIDQ3747598
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829126
testingserial correlationmultivariate regressionautoregressive errorscross-effectserror structureLawley-Hotelling testCross-lagged panel studies
Cites Work
- Formulation and estimation of dynamic models using panel data
- Estimation of Dynamic Models with Error Components
- A Test for the Presence of First-Order Vector Autoregressive Errors when Lagged Endogenous Variables are Present
- The Use of Error Components Models in Combining Cross Section with Time Series Data