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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