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Testing Weak Cross-Sectional Dependence in Large Panels
Author(s):
M. Hashem Pesaran
Publication date
Created:
December 17 2014
Publication date
(Print):
December 17 2014
Journal:
Econometric Reviews
Publisher:
Informa UK Limited
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The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
T. S. Breusch
,
A. Pagan
(1980)
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Spatial Econometrics: Methods and Models
Luc Anselin
(1988)
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A bias-adjusted LM test of error cross-section independence
M. Pesaran
,
Takashi Yamagata
,
Aman Ullah
(2008)
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Author and article information
Journal
Title:
Econometric Reviews
Abbreviated Title:
Econometric Reviews
Publisher:
Informa UK Limited
ISSN (Print):
0747-4938
ISSN (Electronic):
1532-4168
Publication date Created:
December 17 2014
Publication date (Print):
December 17 2014
Volume
: 34
Issue
: 6-10
Pages
: 1089-1117
Article
DOI:
10.1080/07474938.2014.956623
SO-VID:
cea4ed81-344b-4658-b034-274b68712d21
Copyright ©
© 2014
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