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A joint serial correlation test for linear panel data models
[journal article]
Classification
Economics
Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods
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
https://doi.org/10.1016/j.jeconom.2008.08.005
Status
Postprint; peer reviewed
Licence
PEER Licence Agreement (applicable only to documents from PEER project)