Testing model adequacy for dynamic panel data with intercorrelation

DOI10.1093/BIOMET/89.3.591zbMATH Open1036.62073OpenAlexW2149160172MaRDI QIDQ4455355FDOQ4455355

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

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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)

Cited In (6)

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

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