xtserialpm: a portmanteau test for serial correlation in a linear panel model
Koen Jochmans, Vincenzo Verardi
| Year of publication: |
26 April 2019
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|---|---|
| Authors: | Jochmans, Koen ; Verardi, Vincenzo |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | xtserialpm | heteroskedasticity | fixed-effect model | portmanteau test | serial correlation | short panel data | unbalanced panelexponential regression | gravity model | panel data | two-way fixed effects | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation | Gravitationsmodell | Gravity model | Statistischer Test | Statistical test | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 1 Online-Ressource (circa 9 Seiten) Illustrationen |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 1942 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17863/CAM.40108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012699244