Serial Correlation and the Fixed Effects Model
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Publication:3962394
DOI10.2307/2297285zbMath0497.62097WikidataQ57253958 ScholiaQ57253958MaRDI QIDQ3962394
No author found.
Publication date: 1982
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297285
panel data; Monte-Carlo methods; fixed effects model; GLS estimator; OLS residuals; Durbin-Watson type statistics; survey of income dynamics; tests for random walk residuals; tests of serial correlation
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
91B82: Statistical methods; economic indices and measures
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