Testing for Autocorrelation in Dynamic Random Effects Models
- 1 January 1990
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 57 (1) , 127-134
- https://doi.org/10.2307/2297546
Abstract
This article develops, tests of covariance restrictions after estimating by three-stage least squares a dynamic random effects model from panel data.Keywords
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