Pages that link to "Item:Q3962394"
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The following pages link to Serial Correlation and the Fixed Effects Model (Q3962394):
Displayed 10 items.
- The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- Asymmetric price adjustment in a menu-cost model (Q1601981) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522) (← links)
- WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
- Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
- The frisch-waugh theorem and generalized least squares (Q4355155) (← links)