A portmanteau test for serially correlated errors in fixed effects models

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A portmanteau test for serially correlated er ...
Atsushi Inoue
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Last edited by VacuumBot
July 29, 2012 | History

A portmanteau test for serially correlated errors in fixed effects models

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"We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as a conditional Lagrange multiplier test, but it also has a straightforward Wald test interpretation. In Monte Carlo experiments, the test displays good size and power properties"--National Bureau of Economic Research web site.

Publish Date
Language
English

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Cover of: A portmanteau test for serially correlated errors in fixed effects models
A portmanteau test for serially correlated errors in fixed effects models
2005, National Bureau of Economic Research
Electronic resource in English

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Book Details


Edition Notes

Includes bibliographical references.
Title from PDF file as viewed on 7/11/2005.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.

Published in
Cambridge, MA
Series
NBER working paper series ;, working paper . 310, Working paper series (National Bureau of Economic Research : Online) ;, working paper no. . 310.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL3478382M
LCCN
2005618396

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
July 29, 2012 Edited by VacuumBot Updated format '[electronic resource] /' to 'Electronic resource'
December 12, 2009 Edited by WorkBot link works
October 31, 2008 Edited by ImportBot add URIs from original MARC record
September 7, 2008 Edited by RenameBot fix author name
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record