Testing model adequacy for dynamic panel data with intercorrelation

DOI10.1093/BIOMET/89.3.591MaRDI QIDQ4455355zbMATH OpenOpenAlexFDO

Authors Bo Fu, Wai Keung Li, Wing K. Fung

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/89.3.591

zbMATH Keywords

residual autocorrelationdynamic modelportmanteau testintercorrelated panel data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Cited in

(6)

• Testing for Trend Specifications in Panel Data Models
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
• A randomness test for functional panels
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• Diagnostic checking for dynamic panel models with fixed effects when both \(n\) and \(T\) are large
• Nonparametric dynamic panel data models: kernel estimation and specification testing

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