Testing for serial correlation in fixed-effects panel models

• Autores: Jesse Wursten
• Localización: The Stata journal, ISSN 1536-867X, Vol. 18, Nº. 1, 2018, págs. 76-100
• Idioma: inglés
• DOI: 10.1177/1536867x1801800106
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• Dialnet Métricas: 3 Citas
• Resumen

  • Current serial correlation tests for panel models are cumbersome to use, not suited for fixed-effects models, or limited to first-order autocorrelation. To fill this gap, I implement three recently developed tests.