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

PSC In The News

RSS Feed icon

Johnston concerned declines in teen smoking threatened by e-cigarettes

Frey discusses book Diversity Explosion

Bailey and Dynarski's work cited in story on sending teams of poor kids to college

Highlights

Apply for 2-year NICHD Postdoctoral Fellowships that begin September 2015

PSC Fall 2014 Newsletter now available

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

Next Brown Bag

Monday, Jan 12
Filiz Garip, Changing Dynamics of Mexico-U.S. Migration

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