A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS

B-Tier
Journal: Econometric Theory
Year: 2020
Volume: 36
Issue: 6
Pages: 1159-1166

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Inoue and Solon (2006, Econometric Theory 22, 835–851) presented a test against serial correlation of arbitrary form in fixed-effect models for short panel data. Implementing the test requires choosing a regularization parameter that may severely affect power and for which no optimal selection rule is available. We present a modified version of their test that does not require any regularization parameter. Asymptotic power calculations illustrate the improvement of our procedure. An extension of the approach that accommodates dynamic models is also provided.

Technical Details

RePEc Handle
repec:cup:etheor:v:36:y:2020:i:6:p:1159-1166_6
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25