A modified residual-based test for serial correlation in linear panel data models

DOI10.1007/s10255-014-0291-1zbMath1302.62050OpenAlexW2019528556MaRDI QIDQ403516

Jian-hong Wu, Wei-hua Su

Publication date: 29 August 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0291-1

zbMATH Keywords

serial correlationpanel dataresidual-based test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items

Testing for serial correlation in three-dimensional panel data models

Cites Work

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