文章基本信息

标题：Residual diagnostics for cross-section time series regression models
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作者：Baum, Christopher F.
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2001
期号：SUPPL
出版社：Food Distribution Research Society
摘要：These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation in the context of a regression model fit to pooled cross-section time series (xt) data.
关键词：fixed effects;groupwise heteroskedasticity;contemporaneous correlation