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%T A joint serial correlation test for linear panel data models
%A Yamagata, Takashi
%J Journal of Econometrics
%N 1
%P 135-
%V 146
%D 2008
%K method of moments; dynamic panel data; serial correlation test; slope heterogeneity; cross section dependence; m2 test; overidentifying restrictions test
%= 2010-09-24T13:40:00Z
%~ http://www.peerproject.eu/
%> https://nbn-resolving.org/urn:nbn:de:0168-ssoar-163999
%C NLD
%G en
%9 journal article
%W GESIS - http://www.gesis.org
%~ SSOAR - http://www.ssoar.info