Cited in
(12)- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
- Random autoregressive models: a structured overview
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Management estimation in banking
- The impacts of exchange rates on Australia's domestic and outbound travel markets
- Testing for serial correlation in fixed-effects panel data models
- cquad
- OrthoPanels
- xtscc
- A new mixture model for the estimation of credit card exposure at default
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- panelvar
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