A finite sample correction for the panel Durbin–Watson test

C-Tier
Journal: Applied Economics
Year: 2022
Volume: 54
Issue: 28
Pages: 3197-3205

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This study shows that the panel Durbin–Watson $$d$$d test is incapable of distinguishing temporal heteroskedasticity and serial correlation with short time series. The study proposes a new finite sample correction for solving this weakness of the panel Durbin–Watson test. Monte Carlo simulations demonstrate that the corrected statistic performs better in terms of size and power than the extant panel $$d$$d tests. It leads to more accurate inferences in empirical studies.

Technical Details

RePEc Handle
repec:taf:applec:v:54:y:2022:i:28:p:3197-3205
Journal Field
General
Author Count
1
Added to Database
2026-01-25