Concepedia

Serial Correlation

Serial Correlation is the statistical phenomenon in which error terms in a time series regression model are correlated across successive time periods, distinguishing it from other forms of correlation by its temporal ordering and dependency structure.

1.5K

Publications

184.6K

Citations

2.4K

Authors

1.1K

Institutions

Publications per year

2017–2026

174

Parents

Publications

1.5K

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Manuel Arellano, Stephen Bond · The Review of Economic Studies · 1991 · 32.8K citations

, , +16

Applied Regression Analysis

Technometrics · 2005 · 18.1K citations

, , +17

How Much Should We Trust Differences-In-Differences Estimates?

Esther Duflo, Sendhil Mullainathan · The Quarterly Journal of Economics · 2004 · 10.6K citations · Full text

, , +16

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

, , +14

Econometric Models for Count Data with an Application to the Patents-R & D Relationship

Jerry A. Hausman, Bronwyn H. Hall, Zvi Griliches · Econometrica · 1984 · 3.4K citations

, , +17

1–5 of 1.5K

Authors

2.4K

  1. AH
    Andrew Harvey

    University of Cambridge, United Kingdom

    12 publications · 711 citations

    11

    h-index

  2. BH
    Badi H. Baltagi

    Syracuse University, United States

    10 publications · 1.8K citations

    10

    h-index

  3. TJ
    Timothy J. Vogelsang

    Cornell University, United States

    11 publications · 1.2K citations

    10

    h-index

  4. JD
    J. Durbin

    London School of Economics and Political Science, United Kingdom

    9 publications · 6.3K citations

    9

    h-index

  5. SY
    Sheng Yue

    Environment and Climate Change Canada, Canada

    9 publications · 3.8K citations

    9

    h-index

1–5 of 2.4K

Institutions

1.1K

  1. London School of Economics and Political Science

    London, United Kingdom

    19 h-index

    30 publications

    41.3K citations

  2. University of Chicago

    Chicago, United States

    19 h-index

    30 publications

    7.3K citations

  3. Cornell University

    Ithaca, United States

    18 h-index

    26 publications

    2.5K citations

  4. National Bureau of Economic Research

    Cambridge, United States

    17 h-index

    35 publications

    35.4K citations

  5. University of Cambridge

    Cambridge, United Kingdom

    16 h-index

    26 publications

    6.6K citations

  6. University of California, Berkeley

    Berkeley, United States

    15 h-index

    24 publications

    2.9K citations

  7. University of Southern California

    Los Angeles, United States

    14 h-index

    17 publications

    2K citations

  8. Columbia University

    New York, United States

    13 h-index

    17 publications

    1K citations

1–8 of 1.1K

Venues

  1. Econometrica

    42 publications · 13.9K citations

    37

    h-index

  2. SSRN Electronic Journal

    Repository · 90 publications · 4.4K citations

    34

    h-index

  3. Biometrika

    56 publications · 9.7K citations

    32

    h-index

  4. Journal of the American Statistical Association

    57 publications · 6.7K citations

    30

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 33 publications · 3.1K citations

    25

    h-index

1–5