A simple wavelet-based test for serial correlation in panel data models
Sign Up to like & getrecommendations! 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… read more here.
Keywords: panel; wavelet based; serial correlation; correlation ... See more keywords
Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Sign Up to like & getrecommendations! 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… read more here.
Keywords: serial correlation; tests serial; form dynamic; correlation ... See more keywords
A simple randomization test for spatial correlation in the presence of common factors and serial correlation
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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… read more here.
Keywords: serial correlation; dependence; correlation; randomization test ... See more keywords
Some t-tests for N-of-1 trials with serial correlation
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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… read more here.
Keywords: correlation; serial correlation; tests trials; trials serial ... See more keywords