A modified residual-based test for serial correlation in linear panel data models

DOI10.1007/S10255-014-0291-1MaRDI QIDQ403516zbMATH OpenOpenAlexFDO

Authors Jianhong Wu, Wei-hua Su

Publication date 29 August 2014

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-014-0291-1

zbMATH Keywords

serial correlationpanel dataresidual-based test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• A joint serial correlation test for linear panel data models
• Econometric analysis of cross section and panel data.
• Residual‐based diagnostics for conditional heteroscedasticity models
• Testing AR(1) against MA(1) disturbances in an error component model
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Cited in

(5)

• Serial correlation test in partially linear panel data models with fixed effects
• Testing for serial correlation in fixed-effects panel data models
• Testing for serial correlation in three-dimensional panel data models
• The Hausman-Taylor panel data model with serial correlation
• A joint serial correlation test for linear panel data models

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