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Volumn 22, Issue 5, 2006, Pages 835-851

A portmanteau test for serially correlated errors in fixed effects models

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EID: 33749315251     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060385     Document Type: Article
Times cited : (33)

References (18)
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  • 2
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    • Panel data models: Some recent developments
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    • Arellano, M.1    Honore, B.2
  • 3
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    • Unequally spaced panel data regressions with AR(1) disturbances
    • Baltagi, B.H. & P.X. Wu (1999) Unequally spaced panel data regressions with AR(1) disturbances. Econometric Theory 15, 814-823.
    • (1999) Econometric Theory , vol.15 , pp. 814-823
    • Baltagi, B.H.1    Wu, P.X.2
  • 6
    • 84862686880 scopus 로고
    • Analysis of covariance with qualitative data
    • Chamberlain, G. (1980) Analysis of covariance with qualitative data. Review of Economic Studies 47, 225-238.
    • (1980) Review of Economic Studies , vol.47 , pp. 225-238
    • Chamberlain, G.1
  • 8
    • 85129738907 scopus 로고    scopus 로고
    • Testing for serial correlation in linear panel-data models
    • Drukker, D.M. (2003) Testing for serial correlation in linear panel-data models. Stata Journal 3, 168-177.
    • (2003) Stata Journal , vol.3 , pp. 168-177
    • Drukker, D.M.1
  • 9
    • 0001264220 scopus 로고    scopus 로고
    • Did unilateral divorce raise divorce rates'?
    • Friedberg, L. (1998) Did unilateral divorce raise divorce rates'? American Economic Review 88, 608-627.
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  • 13
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    • Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
    • Kiefer, N.M. (1980) Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance. Journal of Econometrics 14, 195-202.
    • (1980) Journal of Econometrics , vol.14 , pp. 195-202
    • Kiefer, N.M.1
  • 15
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    • Correcting the biases in dynamic models with fixed effects
    • Industrial Relations Section, Princeton University
    • Nickell, S. (1980) Correcting the Biases in Dynamic Models with Fixed Effects. Working paper 133, Industrial Relations Section, Princeton University.
    • (1980) Working Paper , vol.133
    • Nickell, S.1
  • 16
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    • The effects of unemployment insurance eligibility rules on job quitting behavior
    • Solon, G. (1984a) The effects of unemployment insurance eligibility rules on job quitting behavior. Journal of Human Resources 19, 118-126.
    • (1984) Journal of Human Resources , vol.19 , pp. 118-126
    • Solon, G.1
  • 17
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    • Estimating autocorrelations in fixed-effects models
    • National Bureau of Economic Research
    • Solon, G. (1984b) Estimating Autocorrelations in Fixed-Effects Models. Technical working paper 32, National Bureau of Economic Research.
    • (1984) Technical Working Paper , vol.32
    • Solon, G.1


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