@techreport{NBERt0310,
 title = "A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models",
 author = "Atsushi Inoue and Gary Solon",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Technical Working Paper Series",
 number = "310",
 year = "2005",
 month = "June",
 URL = "http://www.nber.org/papers/t0310",
 abstract = {We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as a conditional Lagrange multiplier test, but it also has a straightforward Wald test interpretation. In Monte Carlo experiments, the test displays good size and power properties.},
}