Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Frey comments on why sunbelt metro area economies are still struggling

Krause says having religious friends leads to gratitude, which is associated with better health

Work by Bailey and Dynarski on growing income gap in graduation rates cited in NYT

Highlights

Find an innovative research Cube at the MCubed Symposium, Oct 9, register now

Martha Bailey and Nicolas Duquette win Cole Prize for article on War on Poverty

Michigan's graduate sociology program tied for 4th with Stanford in USN&WR rankings

Jeff Morenoff makes Reuters' Highly Cited Researchers list for 2014

Next Brown Bag

Monday, Oct 6
Elisha Renne (Michigan)

A Portmanteau test for serially correlated errors in fixed effects models

Archived Abstract of Former PSC Researcher

Inoue, A., and Gary Solon. 2006. "A Portmanteau test for serially correlated errors in fixed effects models." Economic Theory, 22(5): 835-851.

We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as a Lagrange multiplier test, but it also has a straightforward Wald test interpretation. In Monte Carlo experiments, the test displays good size and power properties.

DOI:10.1017/S0266466606060385 (Full Text)

Browse | Search : All Pubs | Next