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Tests of no cross-sectional error dependence in panel quantile regressions

Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, … - 2023

This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile … regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the … development of a novel test for panel QR misspecification based on detecting CSD. The test possesses a standard normal limiting …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014366629

A robust test for serial correlation in panel data models

Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013364945

Finite sample performance of specification tests for correlated random effects quantile panel regressions

Haque, Samiul; Delgado, Michael S. - In: Applied economics letters 24 (2017) 7/9, pp. 515-519

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011712426

Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models

Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011705233

xtserialpm: a portmanteau test for serial correlation in a linear panel model

Jochmans, Koen; Verardi, Vincenzo - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012699244

Testing for serial correlation in fixed-effects panel data models

Born, Benjamin; Breitung, Jörn - 2010

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008907964

Significance test in nonstationary logit panel model with serially correlated dependent variable

Chu, Chia-shang James; Liu, Nan; Zhang, Lina - In: Economics letters 159 (2017), pp. 37-41

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011902882

Testing cross-sectional correlation in large panel data models with serial correlation

Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - 2016

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011687485

Estimating standard errors in spatial panel models with time varying spatial correlation

Davenport, Frank - In: Papers in regional science : the journal of the … 96 (2017), pp. 155-177

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011761529

A simple randomization test for spatial correlation in the presence of common factors and serial correlation

Millo, Giovanni - In: Regional science & urban economics 66 (2017), pp. 28-38

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011792691

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