Saddlepoint approximation methods for testing of serial correlation in panel time series data
DOI10.1080/10629360600569261zbMath1112.62098OpenAlexW2043837165MaRDI QIDQ5485062
John Robinson, D. I. Perera, Neville C. Weber, M. Shelton Peiris
Publication date: 28 August 2006
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360600569261
momentstablescumulantstail probabilityserial correlationautoregressionrepeated measurementssaddlepoint approximationsEdgeworth approximationzero meanpanel time series
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Cites Work
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- A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
- On testing for serial correlation in large numbers of small samples
- Saddle point approximation for the distribution of the sum of independent random variables
- Analysis of short time series with an over-dispersion model
- Modelling panels of intercorrelated autoregressive time series
- Saddlepoint Approximations in Statistics
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