Blar i Department of Mathematics på forfatter "Andersson, Fredrik"
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A simple wavelet-based test for serial correlation in panel data models
Li, Yushu; Andersson, Fredrik (Journal article; Peer reviewed, 2021)Hong and Kao (2004) proposed a class of general applicable wavelet-based tests for serial correlation of unknown form in the residuals from a panel regression model. The tests can be applied to both static and dynamic panel ...