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The empirical saddlepoint method applied to testing for serial correlation in panel time series data

Perera, D.I., Peiris, M.S., Robinson, J. and Weber, N.C. (2008) The empirical saddlepoint method applied to testing for serial correlation in panel time series data. Statistics & Probability Letters, 78 (17). pp. 2876-2882.

Link to Published Version: https://doi.org/10.1016/j.spl.2008.04.010
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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.

Item Type: Journal Article
Publisher: Elsevier BV
Copyright: © 2008 Elsevier B.V.
URI: http://researchrepository.murdoch.edu.au/id/eprint/38479
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