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

The empirical saddlepoint method is used to develop a testing procedure to check for serial correlation in panel (longitudinal) time series data. Unlike some previous methods it is not necessary to assume normal errors, equal variances or equal series length.
Year of publication:
2008
Authors: Perera, D.I. ; Peiris, M.S. ; Robinson, J. ; Weber, N.C.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 17, p. 2876-2882
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138078
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