TY  - JOUR
AU  - Inoue,Atsushi
AU  - Solon,Gary
TI  - A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models
JF  - National Bureau of Economic Research Technical Working Paper Series
VL  - No. 310
PY  - 2005
Y2  - June 2005
UR  - http://www.nber.org/papers/t0310
L1  - http://www.nber.org/papers/t0310.pdf
N1  - Author contact info:
Atsushi Inoue
North Carolina State University
Department of Agricultural and Resource Economics,
Raleigh, NC 27695-8109
E-Mail: atsushi@ncsu.edu

Gary Solon
Department of Economics
Michigan State University
East Lansing, MI 48824-1038
Tel: 517/353-9933
Fax: 517/432-1068
E-Mail: solon@msu.edu
AB  - 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.
ER  -