A Test for Autocorrelation in Dynamic Panel Data Models

Notes on use

Detailed bibliographic record

Summary, etc.：: This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. Our residual-based GMM t-...

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

HERMES-IR (Hitotsubashi University Repository): Research & Education Resources
Digital
You can check the holdings of institutions and databases with which Institutional Repositories DataBase(IRDB)(Institutional Repository) is linked at the site of Institutional Repositories DataBase(IRDB)(Institutional Repository).
HERMES-IR (Hitotsubashi University Repository): Research & Education Resources

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 文書・図像類
Title: A Test for Autocorrelation in Dynamic Panel Data Models
Author/Editor: Jung, Hosung
Author Heading: Jung, Hosung
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2005-02
Publication Date (W3CDTF): 2005-02
Contributor: 社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences
Text Language Code: eng
Subject Heading: Dynamic panel data
Residual based GMM t-test
m2 and Sargan tests
Target Audience: 一般
Note (General): February 24, 2005
21世紀COEプログラム = 21st-Century COE Program
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/13981/D04-77.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://21coe.ier.hit-u.ac.jp/english/index.html
Periodical Title: Hi-Stat Discussion paper series ; No. d04-77
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources