Articles with keyword "autocorrelation"

Automatic portmanteau tests with applications to market risk management

G. Zhu, Z. Du, and J. C. Escanciano. 2017.

Stata Journal Volume 17 Number 4.

Analyzing repeated measurements while accounting for derivative tracking, varying within-subject variance, and autocorrelation: The xtmixediou command

R. A. Hughes, M. G. Kenward, J. A. C. Sterne, and K. Tilling. 2017.

Stata Journal Volume 17 Number 3.

A robust test for weak instruments in Stata

C. E. Pflueger and S. Wang. 2015.

Stata Journal Volume 15 Number 1.

Estimation and testing of fixed-effect panel-data systems

J. L. Blackwell, III. 2005.

Stata Journal Volume 5 Number 2.