UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES

DOI10.1017/S0266466699156020zbMath0963.62110OpenAlexW2120739669MaRDI QIDQ4512672

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

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

Related Items (9)

Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large ⋮ Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators ⋮ Testing for serial correlation in hierarchical linear models ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ Unnamed Item ⋮ Evolution of bank efficiency in Brazil: a DEA approach ⋮ Estimating dynamic binary choice models using irregularly spaced panel data ⋮ A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS ⋮ Testing for Serial Correlation in Fixed-Effects Panel Data Models

This page was built for publication: UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES