Testing for Serial Correlation in Linear Panel-data Models
By D. Drukker. 2003
1,572 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/e6ca12c0ece49f4e2caaaf8417c3d5e36f9f8e86
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In Economics and Econometrics
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Citations in the corpus
- Analysis of Board Size and Firm Performance: Evidence from NSE Companies Using Panel Data Approach (2016, methodology): “Testing for Autocorrelation has been done using the Wooldridge test for serial correlation as devised by Drukker (2003). The null hypothesis of the firstorder autocorrelation is accepted for Tobin’s Q, the MBVR and ROCE having the probability value less than 5 per cent.”
- Globalization and Growth in the Low Income African Countries with the Extreme Bounds Analysis (2011, methodology): “The first test is based on Wooldridge (2002) and Drukker (2003) and the second is due to Arellano and Bond (1991).14 The Sargan test for overidentifying restrictions on the instruments in both the SGMM estimates is satisfied and this is not reported to conserve space in the table.”
- Renewable and Nonrenewable Energy Consumption, Economic Growth, and Emissions: International Evidence (2020, methodology): “5 Next, the Wooldridge test (see Drukker, 2003 and Wooldridge, 2010) was performed to test for serial correlation in panel-data models; and the Modified Wald statistic (Greene, 2008) was derived as part of the test for the presence of group-wise heteroskedasticity in the fixed effect model.”
- Evaluating the Impacts of “New” Performance Funding in Higher Education (2015, methodology): “To account for this, we first conducted a Wooldridge test and found the presence of autocorrelation in our model (Drukker, 2003).”
- National Rates of Opportunity Entrepreneurship Activity: Insights from Institutional Anomie Theory (2014, methodology): “The test for first-order serial correlation was the Wooldridge test for autocorrelation in the errors of a linear-panel model as recommended by Drukker (2003).”