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A joint test for serial correlation and random individual effects

, and . Statistics & Probability Letters, 11 (3): 277--280 (March 1991)

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Autocorrelation in Regression.. International Encyclopedia of Statistical Science, Springer, (2011)Testing for serial correlation, spatial autocorrelation and random effects using panel data, , , and . Journal of Econometrics, 140 (1): 5--51 (September 2007)Fixed effects, random effects or Hausman-Taylor?: A pretest estimator, , and . Economics Letters, 79 (3): 361--369 (June 2003)ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS, and . Econometric Reviews, 20 (4): 445--460 (2001)Testing for random individual effects using recursive residuals, and . Econometric Reviews, 15 (3): 331--338 (1996)Alternative ways of obtaining Hausman's test using artificial regressions, and . Statistics & Probability Letters, 77 (13): 1413--1417 (Jul 15, 2007)Advances in Econometrics, , and . Volume 15, chapter Introduction, page 1--5. JAI, (2000)Advances in Econometrics, , and . Volume 17, chapter A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL, page 1--27. JAI, (2003)DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE, and . Econometric Reviews, 20 (1): 31--40 (2001)A generalized design for bilateral trade flow models, , and . Economics Letters, 80 (3): 391--397 (September 2003)