UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES

DOI10.1017/S0266466699156020MaRDI QIDQ4512672zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Ping X. Wu

Publication date 3 July 2001

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466699156020

zbMATH Keywords

locally best invariant test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(13)

• Evolution of bank efficiency in Brazil: a DEA approach
• Testing for serial correlation in hierarchical linear models
• Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
• Asymptotic properties of a robust variance matrix estimator for panel data when T is large
• Unequal spacing in dynamic panel data: identification and estimation
• On unequally spaced AR(1) process
• A portmanteau test for correlation in short panels
• Testing for serial correlation in fixed-effects panel data models
• Test for serial correlation in panel data models with interactive fixed effects
• Adjusted-range-based self-normalized autocorrelation tests
• Bewley banks
• Estimating dynamic binary choice models using irregularly spaced panel data
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators

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