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Testing for serial correlation in hierarchical linear models

  • Published:2018-05 Issue: Volume:165 Page:101-116
  • ISSN:0047-259X
  • Container-title:Journal of Multivariate Analysis
  • language:en
  • Short-container-title:Journal of Multivariate Analysis

Author:

Alejo Javier,Montes-Rojas Gabriel,Sosa-Escudero Walter

Funder

(Métodos Econométricos para la Selección de Niveles de Agrupamiento de Datos, CONICET, Argentina)

(Equity and Poverty: Methods and Implications, Ministerio de Economía y Competitividad, Gobierno de España)

(Equity and Development Research Group, Generalitat de Catalunya)

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference31 articles.

1. The estimation of the variances in a variance-components mode;Amemiya;Internat. Econom. Rev.,1971

2. Mostly harmless econometrics: An empiricist’s companion;Angrist,2009

3. Econometric Analysis of Panel Data;Baltagi,2013

4. A transformation that will circumvent the problem of autocorrelation in an error-component model;Baltagi;J. Econometrics,1991

5. Testing AR(l) against MA(l) disturbances in an error component model;Baltagi;J. Econometrics,1995
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