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As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...
However, when migration flows are structured as a panel data set from multiple time periods, the data set is likely to display temporal correlation within each measurement unit (here, each flow ...
HARRY H. KELEJIAN, GIANFRANCO PIRAS, AN EXTENSION OF THE J-TEST TO A SPATIAL PANEL DATA FRAMEWORK, Journal of Applied Econometrics, Vol. 31, No. 2 (March 2016), pp. 387-402 ...
This autocorrelation of the residuals may not be a very good estimate of the autocorrelation of the true errors, especially if there are few observations and the independent variables have certain ...