Wu, Jianhong A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects. (English) Zbl 1459.62216 Econ. Lett. 197, Article ID 109594, 5 p. (2020). MSC: 62P20 62M10 62F03 PDFBibTeX XMLCite \textit{J. Wu}, Econ. Lett. 197, Article ID 109594, 5 p. (2020; Zbl 1459.62216) Full Text: DOI
Wu, Jian-hong; Ding, Qing; Qin, Jin-xu Testing for serial correlation in three-dimensional panel data models. (English) Zbl 1360.62079 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 239-250 (2017). MSC: 62F05 62H10 62H15 PDFBibTeX XMLCite \textit{J.-h. Wu} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 239--250 (2017; Zbl 1360.62079) Full Text: DOI
Wu, Jian-hong; Su, Wei-hua A modified residual-based test for serial correlation in linear panel data models. (English) Zbl 1302.62050 Acta Math. Appl. Sin., Engl. Ser. 30, No. 2, 401-410 (2014). MSC: 62F05 62H10 62H15 PDFBibTeX XMLCite \textit{J.-h. Wu} and \textit{W.-h. Su}, Acta Math. Appl. Sin., Engl. Ser. 30, No. 2, 401--410 (2014; Zbl 1302.62050) Full Text: DOI