Pages that link to "Item:Q5863656"
From MaRDI portal
The following pages link to Testing for Serial Correlation in Fixed-Effects Panel Data Models (Q5863656):
Displaying 8 items.
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
- Identifying the influential factors of commodity futures prices through a new text mining approach (Q4957254) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (Q5475053) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)