Pages that link to "Item:Q834320"
From MaRDI portal
The following pages link to Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320):
Displaying 9 items.
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
- Testing error serial correlation in fixed effects nonparametric panel data models (Q2516317) (← links)
- (Q4687082) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS (Q5859560) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)