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"Autocorrelation in Regression,"
International Encyclopedia of Statistical Science, Miodrag Lovric, editor,
Springer, Heidelberg, 2011, Part 1, pp. 76-77. |
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| Panel Data, Heteroskedasticity, Specification Testing
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2010 |
“Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model,” with Seuck Heun Song and Byoung Cheol Jung, Journal of Econometrics, Vol. 154 (February, 2010), pp. 122-124. |
CPR # 111 |
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| Panel Data, Spatial Econometrics, Specification Testing |
2007 |
“Testing for Serial Correlation, Spatial Autocorrelation and Random Effects Using Panel Data,”with Seuck Heun Song, Byoung Cheol Jung and Won Koh, Journal of Econometrics, Vol. 140 (September, 2007), pp. 5-51. |
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| Panel Data, Unbalanced Panels, Specification Testing |
2002 |
“LM Tests for the Unbalanced Nested Panel Data Regression Model With Serially Correlated Errors,” with Seuck Heun Song and Byoung Cheol Jung, Annales d’Économie et de Statistique, Vol. 65 (January-March, 2002), pp. 219-268. |
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| Functional Form, Heteroskedasticity |
2000 |
“Double-Length Regressions for the Box-Cox Difference Model with Heteroskedasticity or Autocorrelation,” with Dong Li, Economics Letters, Vol. 69 (October, 2000), pp. 9-14. |
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| Panel Data, Unbalanced Panels |
1999 |
“Unequally Spaced Panel Data Regressions with AR(1) Disturbances,” with Ping X. Wu, Econometric Theory, Vol. 15 (December, 1999), pp. 814-823. |
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| Functional Form |
1999 |
“Double Length Regressions for Linear and Log-Linear Regressions With AR(1) Disturbances,” Statistical Papers, Vol. 40 (April, 1999), pp. 199-209. |
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| Panel Data |
1997 |
“Monte Carlo Results on Pure and Pretest Estimators of An Error Component Model With Autocorrelated Disturbances,” with Qi Li, Annales D'Économie et de Statistique, Vol. 48 (October-December, 1997), pp. 69-82. |
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| Panel Data |
1995 |
“Testing AR(1) Against MA(1) Disturbances in an Error Component Model,” with Qi Li, Journal of Econometrics, Vol. 68 (July, 1995), pp. 133-151. |
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| Panel Data |
1994 |
“Estimating Error Component Models With General MA(q) Disturbances,”with Qi Li, Econometric Theory, Vol. 10 (June, 1994), pp. 396-408. |
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1994 |
“A Simple Recursive Estimation Method for Regression Models with AR(p) Disturbances,” with Qi Li, Statistical Papers, Vol.35 (May, 1994), pp. 93-100. |
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| Panel Data, Functional Form |
1992 |
“Prediction in a One-Way Error Component Model with Serial Correlation,” with Qi Li, Journal of Forecasting, Vol. 11 (September, 1992), pp. 561-567. |
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| Panel Data |
1992 |
“Monte Carlo Evidence on Panel Data Regressions With AR(1) Disturbances and an Arbitrary Variance on the Initial Observations,” with Young-Jae Chang and Qi Li, Journal of Econometrics, Vol. 52 (June, 1992), pp. 371-380. |
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| Panel Data |
1991 |
“A Transformation That Will Circumvent The Problem of Autocorrelation in an Error Component Model,” with Qi Li, Journal of Econometrics, Vol. 48 (June, 1991), pp. 385-393. |
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| Panel Data, Specification Testing |
1991 |
“A Joint Test for Serial Correlation and Random Individual Effects,” with Qi Li, Statistics and Probability Letters, Vol. 11 (March, 1991), pp. 277-280. |
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