Pages that link to "Item:Q1305628"
From MaRDI portal
The following pages link to Testing serial correlation in semiparametric panel data models (Q1305628):
Displaying 37 items.
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- A modified residual-based test for serial correlation in linear panel data models (Q403516) (← links)
- Testing for serial correlation in three-dimensional panel data models (Q523787) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Testing for serial correlation in the presence of stochastic volatility (Q1000525) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- Significance test in nonstationary logit panel model with serially correlated dependent variable (Q1782381) (← links)
- Testing serial correlation in partially linear additive models (Q2316305) (← links)
- Assessing white noise assumption with semi-parametric additive partial linear models (Q2359165) (← links)
- Testing error serial correlation in fixed effects nonparametric panel data models (Q2516317) (← links)
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models (Q2816431) (← links)
- Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models (Q2828697) (← links)
- Testing serial correlations in semiparametric time-varying coefficient models (Q2915941) (← links)
- Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
- Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models (Q3017866) (← links)
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models (Q3396325) (← links)
- Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
- Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood (Q3518499) (← links)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
- Detecting serial correlat101 in the error structure of a cross-lagged panel model (Q3747598) (← links)
- Testing model adequacy for dynamic panel data with intercorrelation (Q4455355) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- Testing Serial Correlation in Semiparametric Time Series Models (Q4828157) (← links)
- Testing for error correlation in partially functional linear regression models (Q5079071) (← links)
- Serial correlation test in partially linear panel data models with fixed effects (Q5143735) (← links)
- Testing Serial Correlation in Single Index Models (Q5259146) (← links)
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (Q5475053) (← links)
- A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS (Q5859560) (← links)