{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,19]],"date-time":"2026-02-19T13:11:16Z","timestamp":1771506676725,"version":"3.50.1"},"reference-count":8,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2019,7,22]],"date-time":"2019-07-22T00:00:00Z","timestamp":1563753600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"},{"start":{"date-parts":[[2019,7,22]],"date-time":"2019-07-22T00:00:00Z","timestamp":1563753600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2020,12]]},"abstract":"<jats:p>Inoue and Solon (2006, <jats:italic>Econometric Theory<\/jats:italic> 22, 835\u2013851) presented a test against serial correlation of arbitrary form in fixed-effect models for short panel data. Implementing the test requires choosing a regularization parameter that may severely affect power and for which no optimal selection rule is available. We present a modified version of their test that does not require any regularization parameter. Asymptotic power calculations illustrate the improvement of our procedure. An extension of the approach that accommodates dynamic models is also provided.<\/jats:p>","DOI":"10.1017\/s0266466619000203","type":"journal-article","created":{"date-parts":[[2019,7,22]],"date-time":"2019-07-22T06:25:01Z","timestamp":1563776701000},"page":"1159-1166","update-policy":"https:\/\/doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":2,"title":["A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS"],"prefix":"10.1017","volume":"36","author":[{"given":"Koen","family":"Jochmans","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2019,7,22]]},"reference":[{"key":"S0266466619000203_ref7","doi-asserted-by":"crossref","first-page":"835","DOI":"10.1017\/S0266466606060385","article-title":"A portmanteau test for serially correlated errors in fixed effects models","volume":"22","author":"Inoue","year":"2006","journal-title":"Econometric Theory"},{"key":"S0266466619000203_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01646-H"},{"key":"S0266466619000203_ref2","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600010434"},{"key":"S0266466619000203_ref6","doi-asserted-by":"publisher","DOI":"10.1177\/1536867X0300300206"},{"key":"S0266466619000203_ref5","doi-asserted-by":"crossref","first-page":"1178","DOI":"10.1017\/S0266466615000146","article-title":"Likelihood inference in an autoregression with fixed effects","volume":"32","author":"Dhaene","year":"2016","journal-title":"Econometric Theory"},{"key":"S0266466619000203_ref1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01641-C"},{"key":"S0266466619000203_ref4","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466699156020"},{"key":"S0266466619000203_ref8","volume-title":"Econometric Analysis of Cross Section and Panel Data","author":"Wooldridge","year":"2002"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466619000203","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,12,14]],"date-time":"2020-12-14T10:37:07Z","timestamp":1607942227000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466619000203\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,7,22]]},"references-count":8,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2020,12]]}},"alternative-id":["S0266466619000203"],"URL":"https:\/\/doi.org\/10.1017\/s0266466619000203","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,7,22]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2019\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}