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

PSC In The News

RSS Feed icon

Edin and Shaefer's book a call to action for Americans to deal with poverty

Weir says pain may underlie rise in suicide and substance-related deaths among white middle-aged Americans

Weitzman says China's one-child policy has had devastating effects on first-born daughters


MCubed opens for new round of seed funding, November 4-18

PSC News, fall 2015 now available

Barbara Anderson appointed chair of Census Scientific Advisory Committee

John Knodel honored by Thailand's Chulalongkorn University

Next Brown Bag

Monday, Dec 7 at noon, 6050 ISR-Thompson
Daniel Eisenberg, "Healthy Minds Network: Mental Health among College-Age Populations"

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