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A joint serial correlation test for linear panel data models

[journal article]

Yamagata, Takashi

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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
Status Postprint; peer reviewed
Licence PEER Licence Agreement (applicable only to documents from PEER project)