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General diagnostic tests for cross-sectional dependence in panels · Study

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ArticleGeneral diagnostic tests for cross-sectional dependence in panels

M. Hashem Pesaran2020

Article2020

General diagnostic tests for cross-sectional dependence in panels

M. Hashem Pesaran

2,752 citations·0/0 files stored·Empirical Economics

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Spatial and Panel Data Analysis Economic Growth and Productivity Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 2,752 citations exist upstream.

References

1988Spatial Econometrics: Methods and Models 1981Biases in Dynamic Models with Fixed Effects 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 2014Testing Weak Cross-Sectional Dependence in Large Panels 2008A bias-adjusted LM test of error cross-section independence

Cited by

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Details

Year2020

Typearticle

Published2020-05-20

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations2,752

Files0 public / 0

ShelfSpatial and Panel Data Analysis

Identifiers

doi10.1007/s00181-020-01875-7

openalex_workW4243164716

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