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An edition of A portmanteau test for serially correlated errors in fixed effects models (2005)

A portmanteau test for serially correlated errors in fixed effects models

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A portmanteau test for serially correlated er...
Atsushi Inoue, Atsushi Inoue
A portmanteau test for serially correlated errors in fixed effects models by Atsushi Inoue, Atsushi Inoue
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Last edited by MARC Bot
November 10, 2026 | History
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An edition of A portmanteau test for serially correlated errors in fixed effects models (2005)

A portmanteau test for serially correlated errors in fixed effects models

by

"We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as a conditional Lagrange multiplier test, but it also has a straightforward Wald test interpretation. In Monte Carlo experiments, the test displays good size and power properties"--National Bureau of Economic Research web site.

Publish Date
Publisher
National Bureau of Economic Research
Language
English

Subjects

Multipliers (Mathematical analysis) Mathematical models Monte Carlo method
Edition Availability
Cover of: A portmanteau test for serially correlated errors in fixed effects models
A portmanteau test for serially correlated errors in fixed effects models
2005, National Bureau of Economic Research
Electronic resource in English
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Book Details

Edition Notes

Includes bibliographical references.
Title from PDF file as viewed on 7/11/2005.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.

Published in
Cambridge, MA
Series
NBER working paper series ;, working paper . 310, Working paper series (National Bureau of Economic Research : Online) ;, working paper no. . 310.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

Edition Identifiers

Open Library
OL3478382M
LCCN
2005618396

Work Identifiers

Work ID
OL1993592W

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