Add to ORKGThis paper derives a simple lagrange multiplier (LM) test which jointly tests the presence of random individual effects and serial correlation. This test is an extension of the Breusch and Pagan (1980) LM test. It is computationally simple and requires only the OLS residuals. It should prove useful for panel data applications where both serial correlation and random individual effects are suspect.Lagrange multiplier test error components Breusch-Pagan test serial correlation
Testing the presence of serial correlation in the error terms in fixed effects regression models is ...
Abstract: We introduce a Lagrange Multiplier (LM) test for the constant-correlation hypothesis in a ...
This paper has two aims. The first is to exposit the various forms of the LM statistic and to collec...
In this article, we propose various tests for serial correlation in fixed-effects panel data regress...
This paper derives a joint Lagrange Multiplier (LM) test which simultaneously tests for the absence ...
It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation i...
Abstract We propose a portmanteau test for serial correlation of the error term in a fixed effects m...
We propose a random effects panel data model with both spatially correlated error components and spa...
Current serial correlation tests for panel models are either cumbersome to use, not suited for fixed...
Because serial correlation in linear panel-data models biases the standard errors and causes the res...
A great deal of use has undoubtedly been made of least squares regression methods in circumstances i...
We explore practical methods of carrying out Lagrange Multiplier tests for variance components in t...
We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The...
This paper is concerned with tests for serial correlation in time series and in the errors of regres...
An approximate F-form of the Lagrange multiplier test for serial correlation in dynamic regression m...
Testing the presence of serial correlation in the error terms in fixed effects regression models is ...
Abstract: We introduce a Lagrange Multiplier (LM) test for the constant-correlation hypothesis in a ...
This paper has two aims. The first is to exposit the various forms of the LM statistic and to collec...
In this article, we propose various tests for serial correlation in fixed-effects panel data regress...
This paper derives a joint Lagrange Multiplier (LM) test which simultaneously tests for the absence ...
It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation i...
Abstract We propose a portmanteau test for serial correlation of the error term in a fixed effects m...
We propose a random effects panel data model with both spatially correlated error components and spa...
Current serial correlation tests for panel models are either cumbersome to use, not suited for fixed...
Because serial correlation in linear panel-data models biases the standard errors and causes the res...
A great deal of use has undoubtedly been made of least squares regression methods in circumstances i...
We explore practical methods of carrying out Lagrange Multiplier tests for variance components in t...
We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The...
This paper is concerned with tests for serial correlation in time series and in the errors of regres...
An approximate F-form of the Lagrange multiplier test for serial correlation in dynamic regression m...
Testing the presence of serial correlation in the error terms in fixed effects regression models is ...
Abstract: We introduce a Lagrange Multiplier (LM) test for the constant-correlation hypothesis in a ...
This paper has two aims. The first is to exposit the various forms of the LM statistic and to collec...