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A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
16 references·4 citing·37 second hop
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models (2017)A heteroskedasticity robust Breusch–Pagan…Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Common correlated effects est…Testing Weak Cross-Sectional Dependence in Large Panels (2014)Testing Weak Cross-Sectional …A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model (2012)A Lagrange Multiplier test fo…Capital accumulation and growth: a new look at the empirical evidence (2010)Capital accumulation and grow…Panel Data Models With Interactive Fixed Effects (2009)Panel Data Models With Intera…A test of cross section dependence for a linear dynamic panel model with regressors (2008)A test of cross section depen…A bias-adjusted LM test of error cross-section independence (2008)A bias-adjusted LM test of er…Testing slope homogeneity in large panels (2007)Testing slope homogeneity in …General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Bootstrapping autoregressions…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Does human capital matter for growth in OECD countries? 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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 2007Testing slope homogeneity in large panels6,035 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2014Testing Weak Cross-Sectional Dependence in Large Panels2,938 cited
  • 2008A bias-adjusted LM test of error cross-section independence2,542 cited
  • 2015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors2,526 cited
  • 1970Efficient Inference in a Random Coefficient Regression Model2,282 cited
  • 2009Panel Data Models With Interactive Fixed Effects1,685 cited
  • 2012A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model1,004 cited
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  • 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form631 cited
  • 1986Asymptotic Theory for ARCH Models: Estimation and Testing520 cited
  • 2008A test of cross section dependence for a linear dynamic panel model with regressors288 cited
  • 2010Capital accumulation and growth: a new look at the empirical evidence

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262 cited
  • 2002Does human capital matter for growth in OECD countries? A pooled mean-group approach237 cited
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    • 2023Information Technology Governance and Corporate Boards’ Relationship with Companies’ Performance and Earnings Management: A Longitudinal Approach22 cited