Pages that link to "Item:Q3408522"

The following pages link to A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522):

Displaying 12 items.

• Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• Testing for Persistence in the Error Component Model: A One-Sided Approach (Q2859303) (← links)
• A Test for Slope Heterogeneity in Fixed Effects Models (Q5080477) (← links)
• A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS (Q5859560) (← links)
• Testing for Serial Correlation in Fixed-Effects Panel Data Models (Q5863656) (← links)