Testing for Serial Correlation in Fixed-Effects Panel Data Models

DOI10.1080/07474938.2014.976524zbMath1491.62185OpenAlexW2165350192MaRDI QIDQ5863656

Jörg Breitung, Benjamin Born

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/37346

zbMATH Keywords

hypothesis testingserial correlationfixed-effects panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

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Uses Software

• xtserial

Cites Work

• xtserial
• Testing AR(1) against MA(1) disturbances in an error component model
• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
• On testing for serial correlation in large numbers of small samples
• Serial Correlation and the Fixed Effects Model
• UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
• Unnamed Item
• Unnamed Item

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