Browsing Department of Mathematics by Journals "Empirical Economics"
Now showing items 1-1 of 1
-
A simple wavelet-based test for serial correlation in panel data models
(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 ...