Browsing NHH Brage by Subject "static and dynamic panel models"
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A simple wavelet-based test for serial correlation in panel data models
(Discussion paper;11/14, Working paper, 2014-03)Hong and Kao (2004) proposed a panel data test for serial correlation of unknown form. However, their test is computationally difficult to implement, and simulation studies show the test to have bad small-sample properties. ...