A simple wavelet-based test for serial correlation in panel data models
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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