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- W2053680454 abstract "In this paper we consider the problem of testing serial correlation in fixed effects panel data model in a nonparametric framework. Using asymptotic results developed in Su and Lu (2013), we show that our test statistic has a standard normal distribution under the null hypothesis of zero serial correlation. The test statistic diverges to infinity at the rate of N under the alternative hypothesis that error is serially correlated, where N is the cross sectional sample size. Simulations show that the proposed test works well in finite sample applications." @default.
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- W2053680454 date "2015-10-01" @default.
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- W2053680454 title "Testing error serial correlation in fixed effects nonparametric panel data models" @default.
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- W2053680454 doi "https://doi.org/10.1016/j.jeconom.2015.03.011" @default.
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