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A Portmanteau Test For Serially Correlated Errors In Fixed Effects Models

Citations

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Cited by:

  1. Paul M. Guest, 2021. "Risk Management in Financial Institutions: A Replication," Journal of Finance, American Finance Association, vol. 76(5), pages 2689-2707, October.
  2. Cepparulo, Alessandra & Eusepi, Giuseppe & Giuriato, Luisa, 2020. "Public finances and Public Private Partnerships in the European Union," MPRA Paper 103918, University Library of Munich, Germany.
  3. Renz, Franziska M. & Vogel, Julian U.N. & Xie, Feixue, 2023. "Do as they say or do as they do? — Uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 410-420.
  4. Paul A. Natke & Gregory A. Falls & Linlan Xiao, 2025. "Out of the Spotlight: A Long-Run Approach to College American Football Attendance in Division III," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 53(3), pages 183-195, September.
  5. Srivastava, Preety & Trinh, Trong-Anh, 2021. "The effect of parental smoking on children’s cognitive and non-cognitive skills," Economics & Human Biology, Elsevier, vol. 41(C).
  6. Okui, Ryo, 2009. "Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2897-2909.
  7. Asiyenur Helhel & Eray Akgun & Yesim Helhel, 2024. "Did ESG Affect the Financial Performance of North American Fast-Moving Consumer Goods Firms in the Second Period of the Kyoto Protocol?," Sustainability, MDPI, vol. 16(22), pages 1-20, November.
  8. Juhl, Ted & Sosa-Escudero, Walter, 2014. "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 484-494.
  9. Jadiyappa, Nemiraja & Shette, Rachappa, 2024. "CSR regulation and the working capital management policy," Global Finance Journal, Elsevier, vol. 59(C).
  10. Jochmans, K. & Verardi, V., 2019. "xtserialpm: A portmanteau test for serial correlation in a linear panel model," Cambridge Working Papers in Economics 1944, Faculty of Economics, University of Cambridge.
  11. Sebastian Kripfganz & Mehdi Hosseinkouchack & Matei Demetrescu, 2026. "Serial-correlation testing in error component models with moderately small T," Discussion Papers 2603, University of Exeter, Department of Economics.
  12. Hasraddin Guliyev, 2025. "Using Machine Learning Techniques to Test the Load Capacity Curve Hypothesis: A Classifier-Lasso Application on Global Panel Data," Biophysical Economics and Resource Quality, Springer, vol. 10(1), pages 1-18, June.
  13. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
  14. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
  15. Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
  16. Di Luo & Tapas Mishra & Mamata Parhi & Zhuang Zhang, 2026. "Mergers and Acquisitions and Brexit: A Natural Experiment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 2082-2097, April.
  17. Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2018. "Testing for serial correlation in hierarchical linear models," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116.
  18. Boto-García, David, 2023. "Investigating the two-way relationship between mobility flows and COVID-19 cases," Economic Modelling, Elsevier, vol. 118(C).
  19. Walter Sosa Escudero, 2007. "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers 94, Universidad de San Andres, Departamento de Economia, revised Feb 2007.
  20. Jochmans, K., 2019. "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics 1993, Faculty of Economics, University of Cambridge.
  21. Okui Ryo, 2014. "Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 129-181, July.
  22. Sun, Jiajing & Zhu, Meiting & Linton, Oliver, 2025. "Adjusted-range-based self-normalized autocorrelation tests," Economics Letters, Elsevier, vol. 251(C).
  23. Jochmans, Koen, 2020. "A Portmanteau Test For Correlation In Short Panels," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1159-1166, December.
  24. Tijl Hendrich & Jennifer Buurma-Olsen & Judith Bayer, 2022. "Entries and Regional Growth: The Role of Relatedness," CPB Discussion Paper 433, CPB Netherlands Bureau for Economic Policy Analysis.
  25. Gregory A. Falls & Paul A. Natke & Linlan Xiao, 2022. "College football attendance in the long run: The Football Championship Subdivision," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(6), pages 2172-2183, September.
  26. Cariolle, Joël, 2021. "International connectivity and the digital divide in Sub-Saharan Africa," Information Economics and Policy, Elsevier, vol. 55(C).
  27. Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
  28. Koen Jochmans, 2020. "Testing for correlation in error‐component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 860-878, November.
  29. Attila, Joseph G., 2022. "Does bank deposits volatility react to political instability in developing countries?," Finance Research Letters, Elsevier, vol. 49(C).
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