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The Stata Journal
Volume 20 Number 1: pp. 149-161



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A portmanteau test for serial correlation in a linear panel model

Koen Jochmans
University of Cambridge
Cambridge, UK
[email protected]
Vincenzo Verardi
Université de Namur
Namur, Belgium
[email protected]
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View all articles with these keywords: xtserialpm, heteroskedasticity, fixed-effects model, portmanteau test, serial correlation, short panel data, unbalanced panel

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