Erschienen:
Cambridge, Mass: National Bureau of Economic Research, June 2005
Erschienen in:NBER technical working paper series ; no. t0310
Umfang:
1 Online-Ressource
Sprache:
Englisch
DOI:
10.3386/t0310
Identifikator:
Reproduktionsnotiz:
Hardcopy version available to institutional subscribers
Entstehung:
Anmerkungen:
Mode of access: World Wide Web
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Beschreibung:
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