Assessing cross-sectional correlation in panel data
type: Item
instance of: scholarly article
title: Assessing cross-sectional correlation in panel data
zbMATH Open document ID: 0847.62083
DOI: 10.1016/0304-4076(94)01658-M
author: Edward F. Frees
published in: Journal of Econometrics
publication date: 1996-10-08T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 819214
zbMATH Keywords: diagnostic tests
zbMATH Keywords: random effects
zbMATH Keywords: cross-sectional correlation
zbMATH Keywords: panel data
zbMATH Keywords: distribution-free statistic
zbMATH Keywords: residuals
zbMATH Keywords: finite-sample properties
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 819214