Testing for serial independence of panel errors

DOI10.1016/j.csda.2013.07.031zbMath1506.62060OpenAlexW2015816514MaRDI QIDQ1623526

Zaichao Du

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.031

zbMATH Keywords

panel dataempirical characteristic functionpermutation testserial dependenceparameter estimation uncertaintyunobservable errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence

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