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Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances - MaRDI portal

Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances

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Publication:5133514

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DOI10.1108/S0731-905320140000033011zbMath1453.62383MaRDI QIDQ5133514

Chihwa Kao, Gadi H. Baltagi, Long Liu

Publication date: 10 November 2020

Published in: Essays in Honor of Peter C. B. Phillips (Search for Journal in Brave)

zbMATH Keywords

fixed effects panel data nonstationarity generalized least squares first difference time trend model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Causal inference from observational studies (62D20)

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Testing for shifts in a time trend panel data model with serially correlated error component disturbances ⋮ Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician

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