A finite sample correction for the panel Durbin-Watson test
Year of publication: |
2022
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Authors: | Kim, Hyoungjong |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 28, p. 3197-3205
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Subject: | Autocorrelation | Baltagi-Wu test | Durbin-Watson test | serial correlation | temporal heteroskedasticity | Schätztheorie | Estimation theory |
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