Testing serial correlation in semiparametric panel data models
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Cites work
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 3059918 (Why is no real title available?)
- A nonparametric test for poolability using panel data
- Another look at the instrumental variable estimation of error-components models
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Efficient estimation of models for dynamic panel data
- Estimating long-run relationships from dynamic heterogeneous panels
- Formulation and estimation of dynamic models using panel data
- Nonparametric and Semiparametric Estimation with Discrete Regressors
- On the root-n-consistent semiparametric estimation of partially linear models
- Root-N-Consistent Semiparametric Regression
- Semiparametric Estimation of Index Coefficients
- Semiparametric estimation of partially linear panel data models
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
Cited in
(42)- Zero finite-order serial correlation test in a partially linear single-index model
- Testing for serial correlation in the presence of stochastic volatility
- 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
- 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
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- scientific article; zbMATH DE number 3942852 (Why is no real title available?)
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models
- Testing for serial independence of panel errors
- 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 model adequacy for dynamic panel data with intercorrelation
- Testing serial correlation in partially linear single-index errors-in-variables models
- A joint serial correlation test for linear panel data models
- Correlation testing in time series, spatial and cross-sectional data
- Testing serial correlation in single index models
- Serial correlation test in partially linear panel data models with fixed effects
- Testing serial correlation in partially linear additive models
- A portmanteau test for correlation in short panels
- Testing error serial correlation in fixed effects nonparametric panel data models
- Significance test in nonstationary logit panel model with serially correlated dependent variable
- On instrumental variable estimation of semiparametric dynamic panel data models.
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data
- Testing serial correlations in semiparametric time-varying coefficient models
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
- Multilevel and nonlinear panel data models
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
- Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- Test for serial correlation in panel data models with interactive fixed effects
- Testing for serial correlation in fixed-effects panel data models
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models
- Testing for error correlation in partially functional linear regression models
- Assessing white noise assumption with semi-parametric additive partial linear models
- Testing for common autocorrelation in data-rich environments
- Testing Serial Correlation in Semiparametric Time Series Models
- Testing for serial correlation in three-dimensional panel data models
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