Journal article
The empirical saddlepoint method applied to testing for serial correlation in panel time series data
Statistics & Probability Letters, Vol.78(17), pp.2876-2882
2008
Abstract
The empirical saddlepoint method is used to develop a testing procedure to check for serial correlation in panel (longitudinal) time series data. Unlike some previous methods it is not necessary to assume normal errors, equal variances or equal series length.
Details
- Title
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data
- Authors/Creators
- D.I. Perera (Author/Creator) - The University of SydneyM.S. Peiris (Author/Creator) - The University of SydneyJ. Robinson (Author/Creator) - The University of SydneyN.C. Weber (Author/Creator) - The University of Sydney
- Publication Details
- Statistics & Probability Letters, Vol.78(17), pp.2876-2882
- Publisher
- Elsevier BV
- Identifiers
- 991005542810207891
- Copyright
- © 2008 Elsevier B.V.
- Murdoch Affiliation
- Murdoch University
- Language
- English
- Resource Type
- Journal article
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- Citation topics
- 9 Mathematics
- 9.92 Statistical Methods
- 9.92.220 Robust Estimation
- Web Of Science research areas
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- ESI research areas
- Mathematics