A simple wavelet-based test for serial correlation in panel data models
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- Li, Yushu & Andersson, Fredrik N. G., 2013. "A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models," Working Papers 2013:39, Lund University, Department of Economics.
References listed on IDEAS
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More about this item
KeywordsEnergy Distribution; MODWT; Serial correlation; Static and dynamic panel models;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-11 (All new papers)
- NEP-ETS-2014-04-11 (Econometric Time Series)
- NEP-GER-2014-04-11 (German Papers)
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