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.

中文翻译：

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短板中相关性的 PORTMANTEAU 检验

井上和梭伦 (2006,计量经济学理论22, 835–851) 提出了针对短面板数据的固定效应模型中任意形式的序列相关性的检验。实施测试需要选择一个可能严重影响功率并且没有最佳选择规则可用的正则化参数。我们提出了他们测试的修改版本，不需要任何正则化参数。渐近功率计算说明了我们程序的改进。还提供了适应动态模型的方法的扩展。