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Testing for serial correlation in fixed-effects panel models

Tijdschriftbijdrage - Tijdschriftartikel

Current serial correlation tests for panel models are either cumbersome to use, not suited for fixed effects models or limited to first order autocorrelation. We implement three recently developed tests to fill this gap.
Tijdschrift: The Stata Journal
ISSN: 1536-867X
Issue: 1
Volume: 18
Pagina's: 76 - 100
Jaar van publicatie:2018
BOF-keylabel:ja
IOF-keylabel:ja
BOF-publication weight:1
CSS-citation score:2
Authors from:Higher Education
Toegankelijkheid:Closed