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Published in 2020 at "Empirical Economics"
DOI: 10.1007/s00181-020-01830-6
Abstract: 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…
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Keywords:
panel;
wavelet based;
serial correlation;
correlation ... See more keywords
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Published in 2017 at "Economics Letters"
DOI: 10.1016/j.econlet.2017.03.021
Abstract: This paper extends the multi-scale serial correlation tests of Gencay and Signori (2015) for observable time series to unobservable errors of unknown forms in a linear dynamic regression model. Our tests directly build on the variance…
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Keywords:
serial correlation;
tests serial;
form dynamic;
correlation ... See more keywords
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Published in 2017 at "Regional Science and Urban Economics"
DOI: 10.1016/j.regsciurbeco.2017.05.004
Abstract: A randomization test is proposed for detecting spatial dependence in panel models with cross-sectional dependence induced by an unobserved common factor structure. Spatial dependence is related to the position of observations in space while cross-sectional…
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Keywords:
serial correlation;
dependence;
correlation;
randomization test ... See more keywords
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Published in 2020 at "PLoS ONE"
DOI: 10.1371/journal.pone.0228077
Abstract: N-of-1 trials allow inference between two treatments given to a single individual. Most often, clinical investigators analyze an individual’s N-of-1 trial data with usual t-tests or simple nonparametric methods. These simple methods do not account…
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Keywords:
correlation;
serial correlation;
tests trials;
trials serial ... See more keywords