Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-012-0495-5.pdf
Reference15 articles.
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3. Cox DR, Solomon PJ (1988) On testing for serial correlation in large number of small samples. Biometrika 75(1):145–148
4. Czado C, Song Peter X-K (2008) State space mixed models for longitudinal observations with binary and binomial responses. Stat Pap 49:691–714
5. Hjellvik V, Tjøstheim D (1999) Modelling panels of intercorrelated autoregressive time series. Biometrika 86(1):145–148
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