Testing for serial correlation in three-dimensional panel data models

DOI10.1007/s10255-017-0654-5zbMath1360.62079OpenAlexW2723645382MaRDI QIDQ523787

Qing Ding, Jinxu Qin, Jian-hong Wu

Publication date: 21 April 2017

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

Full work available at URL: https://doi.org/10.1007/s10255-017-0654-5

zbMATH Keywords

serial correlationresidual-based testthree-dimensional panel data

Mathematics Subject Classification ID

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

Cites Work

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• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
• Nested random effects estimation in unbalanced panel data
• The unbalanced nested error component regression model

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