Testing for serial correlation in three-dimensional panel data models

DOI10.1007/S10255-017-0654-5zbMATH Open1360.62079OpenAlexW2723645382MaRDI QIDQ523787FDOQ523787

Authors: Q. Ding, Jinxu Qin, Jianhong Wu 

Publication date: 21 April 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-017-0654-5

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zbMATH Keywords

serial correlationresidual-based testthree-dimensional panel data

Mathematics Subject Classification ID

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
• Title not available (Why is that?)
• Estimating multi-way error components models with unbalanced data structures.
• Nested random effects estimation in unbalanced panel data
• The unbalanced nested error component regression model
• Testing AR(1) against MA(1) disturbances in an error component model
• A joint serial correlation test for linear panel data models
• A modified residual-based test for serial correlation in linear panel data models
• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
• Coefficient estimates for certain subclasses of analytic functions of complex order
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Three-dimensional panel data models with interactive effects: estimation and simulation

Cited In (4)

• A modified residual-based test for serial correlation in linear panel data models
• Testing for serial independence of panel errors
• Testing model adequacy for dynamic panel data with intercorrelation
• Testing error serial correlation in fixed effects nonparametric panel data models

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