| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154555 | Statistics & Probability Letters | 2008 | 7 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
D.I. Perera, M.S. Peiris, J. Robinson, N.C. Weber,