Eberhardt, Markus; Banerjee, Anindya; Reade, J. James - Department of Economics, Oxford University - 2010
The recent blossoming of panel econometrics in general and panel time-series methods in particular has enabled many … in the time-series domain: the recent introduction of residual cross-section independence tests aside, within mainstream … the distributions and rejection frequencies for standard time-series diagnostic procedures, including tests for residual …