Pages that link to "Item:Q5133514"
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The following pages link to Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (Q5133514):
Displaying 4 items.
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
- <i>Econometric Reviews</i> Honors Peter Charles Bonest Phillips, the Master Econometrician (Q5861016) (← links)