More documents from Yamagata, Takashi
More documents from Journal of Econometrics
Export to your Reference Manger
Please Copy & Paste
Bibtex-Export
Endnote-Export
A joint serial correlation test for linear panel data models
[journal article]
Yamagata, Takashi
Download full text
(382 KByte)
Citation Suggestion
Please use the following Persistent Identifier (PID) to cite this document:http://nbn-resolving.de/urn:nbn:de:0168-ssoar-163999
Further Details
| Classification | Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods; Economics |
| Free Keywords | method of moments; dynamic panel data; serial correlation test; slope heterogeneity; cross section dependence; m2 test; overidentifying restrictions test |
| Document language | English |
| Publication Year | 2008 |
| Page/Pages | p. 135- |
| Journal | Journal of Econometrics, 146 (2008) 1 |
| DOI | http://dx.doi.org/10.1016/j.jeconom.2008.08.005 |
| Status | Postprint; reviewed |
| Licence | PEER Licence Agreement (applicable only to documents from PEER project) |
| Document Type | journal article |
