Testing for serial correlation in fixed-effects panel data models
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Cites work
- scientific article; zbMATH DE number 3347516 (Why is no real title available?)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Econometric analysis of cross section and panel data.
- On testing for serial correlation in large numbers of small samples
- Serial Correlation and the Fixed Effects Model
- Testing AR(1) against MA(1) disturbances in an error component model
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
- xtserial
Cited in
(27)- A small-sample correction for testing for joint serial correlation with artificial regressions
- Detecting serial correlat101 in the error structure of a cross-lagged panel model
- A modified residual-based test for serial correlation in linear panel data models
- Identifying the influential factors of commodity futures prices through a new text mining approach
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects
- Testing for Trend Specifications in Panel Data Models
- Testing for serial correlation in hierarchical linear models
- Test of hypotheses in a time trend panel data model with serially correlated error component disturbances
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
- A joint serial correlation test for linear panel data models
- Serial correlation test in partially linear panel data models with fixed effects
- The Hausman-Taylor panel data model with serial correlation
- A portmanteau test for correlation in short panels
- Testing error serial correlation in fixed effects nonparametric panel data models
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data
- The micro and macro effects of changes in the potential benefit duration
- Assessing cross-sectional correlation in panel data
- Testing for serial correlation of unknown form in cointegrated time series models
- Diagnostic checking for dynamic panel models with fixed effects when both n and T are large
- A robust test for serial correlation in panel data models
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
- Testing for serial correlation in three-dimensional panel data models
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