Serial Correlation and the Fixed Effects Model
- 1 October 1982
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 49 (4) , 533-549
- https://doi.org/10.2307/2297285
Abstract
This paper generalizes the Durbin-Watson type statistics to test the OLS residuals from the fixed effects model for serial independence. Also generalKeywords
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