A joint serial correlation test for linear panel data models

Journal of Econometrics

Volumn 146, Issue 1, 2008, Pages 135-145

  Yamagata, Takashi ^a  

^a UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Cross section dependence; Dynamic panel data; m2 test; Method of moments; Overidentifying restrictions test; Serial correlation test; Slope heterogeneity

Indexed keywords

CORRELATION METHODS; TESTING;

CROSS SECTION DEPENDENCE; DYNAMIC PANEL DATA; M2 TEST; OVERIDENTIFYING RESTRICTIONS TEST; PANEL DATA MODELS; SERIAL CORRELATION; SERIAL CORRELATION TEST; SLOPE HETEROGENEITY;

METHOD OF MOMENTS;

EID: 52149097327     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.005     Document Type: Article

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