Testing for serial correlation in three-dimensional panel data models

DOI10.1007/S10255-017-0654-5MaRDI QIDQ523787zbMATH OpenOpenAlexFDO

Authors Q. Ding, Jinxu Qin, Jianhong Wu

Publication date 21 April 2017

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-017-0654-5

zbMATH Keywords

serial correlationresidual-based testthree-dimensional panel data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• A joint serial correlation test for linear panel data models
• A modified residual-based test for serial correlation in linear panel data models
• Coefficient estimates for certain subclasses of analytic functions of complex order
• Estimating multi-way error components models with unbalanced data structures.
• Nested random effects estimation in unbalanced panel data
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Testing AR(1) against MA(1) disturbances in an error component model
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• The unbalanced nested error component regression model
• Three-dimensional panel data models with interactive effects: estimation and simulation
• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Cited in

(4)

• A modified residual-based test for serial correlation in linear panel data models
• Testing for serial independence of panel errors
• Testing model adequacy for dynamic panel data with intercorrelation
• Testing error serial correlation in fixed effects nonparametric panel data models

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