A modified residual-based test for serial correlation in linear panel data models
DOI10.1007/S10255-014-0291-1zbMATH Open1302.62050OpenAlexW2019528556MaRDI QIDQ403516FDOQ403516
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
Recommendations
- Testing for serial correlation in fixed-effects panel data models
- Testing for serial correlation in three-dimensional panel data models
- Testing serial correlation in semiparametric panel data models
- Serial correlation test in partially linear panel data models with fixed effects
- Testing error serial correlation in fixed effects nonparametric panel data models
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Econometric analysis of cross section and panel data.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Residual‐based diagnostics for conditional heteroscedasticity models
- Testing AR(1) against MA(1) disturbances in an error component model
- A joint serial correlation test for linear panel data models
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Cited In (5)
- A joint serial correlation test for linear panel data models
- Serial correlation test in partially linear panel data models with fixed effects
- The Hausman-Taylor panel data model with serial correlation
- Testing for serial correlation in fixed-effects panel data models
- Testing for serial correlation in three-dimensional panel data models
This page was built for publication: A modified residual-based test for serial correlation in linear panel data models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q403516)
