The empirical saddlepoint method applied to testing for serial correlation in panel time series data

DOI10.1016/j.spl.2008.04.010zbMath1317.62073OpenAlexW2045360072MaRDI QIDQ956357

D. I. Perera, John Robinson, Neville C. Weber, M. Shelton Peiris

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.04.010

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

PITMAN MEDAL ⋮ Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities

Cites Work

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• Modelling panels of intercorrelated autoregressive time series
• Saddlepoint approximation methods for testing of serial correlation in panel time series data
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Saddlepoint Approximations in Statistics

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