Pages that link to "Item:Q5093944"
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The following pages link to Testing for error cross‐sectional independence using pairwise augmented regressions (Q5093944):
Displaying 6 items.
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models (Q5139535) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)