A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS
改进了Inoue和Solon（2006）提出的短面板固定效应模型序列相关检验，新方法无需选择正则化参数，提高了检验功效，并扩展到动态模型。
Inoue and Solon (2006, Econometric Theory 22, 835–851) 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.