A bias-adjusted LM test of error cross-section independence

Econometrics Journal

Volumn 11, Issue 1, 2008, Pages 105-127

  Pesaran, M Hashem ^a   Ullah, Aman ^b   Yamagata, Takashi ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Bias adjusted test; Cross section dependence; LM test; Panel model; Spatial dependence

Indexed keywords

EID: 40149097921     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00227.x     Document Type: Article

References (9)