Concepedia

Serial Correlation Testing

Serial Correlation Testing is a statistical method used within the framework of the Generalized Method of Moments to detect the presence of temporal dependence among error terms by examining whether past realizations of the error process contain information predictive of current ones.

397

Publications

81.6K

Citations

604

Authors

331

Institutions

Publications per year

2017–2026

37

Parents

Publications

397

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

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

Techniques of trend analysis for monthly water quality data

Robert M. Hirsch, James Richard Slack, Richard A. Smith · Water Resources Research · 1982 · 2.9K citations

, , +17

Diagnostic Checking in Regression Relationships

Achim Zeileis, Torsten Hothorn · WU Research · 2015 · 1.9K citations · Full text

, , +13

1–5 of 397

Authors

604

  1. AH
    Andrew Harvey

    University of Cambridge, United Kingdom

    9 publications · 469 citations

    9

    h-index

  2. JD
    J. Durbin

    London School of Economics and Political Science, United Kingdom

    8 publications · 6.3K citations

    8

    h-index

  3. TJ
    Timothy J. Vogelsang

    Cornell University, United States

    8 publications · 656 citations

    8

    h-index

  4. LG
    L. G. Godfrey

    University of York, United Kingdom

    6 publications · 2.3K citations

    6

    h-index

  5. EJ
    E. J. Hannan

    Australian National University, Australia

    4 publications · 472 citations

    4

    h-index

1–5 of 604

Institutions

331

  1. London School of Economics and Political Science

    London, United Kingdom

    11 h-index

    13 publications

    39.7K citations

  2. University of Chicago

    Chicago, United States

    10 h-index

    11 publications

    261 citations

  3. University of Cambridge

    Cambridge, United Kingdom

    8 h-index

    11 publications

    5.9K citations

  4. Cornell University

    Ithaca, United States

    7 h-index

    7 publications

    404 citations

  5. Texas A&M University

    College Station, United States

    7 h-index

    11 publications

    914 citations

  6. Australian National University

    Canberra, Australia

    7 h-index

    7 publications

    629 citations

  7. Université de Montréal

    Montreal, Canada

    5 h-index

    8 publications

    260 citations

  8. University of Pennsylvania

    Philadelphia, United States

    5 h-index

    6 publications

    2.9K citations

1–8 of 331

Venues

  1. Biometrika

    31 publications · 8K citations

    23

    h-index

  2. Econometrica

    22 publications · 9K citations

    20

    h-index

  3. SSRN Electronic Journal

    Repository · 19 publications · 764 citations

    15

    h-index

  4. Journal of the American Statistical Association

    16 publications · 662 citations

    13

    h-index

  5. Journal of Econometrics

    13 publications · 1.1K citations

    13

    h-index

1–5