A test of cross section dependence for a linear dynamic panel model with regressors

Journal of Econometrics

Volumn 148, Issue 2, 2009, Pages 149-161

  Sarafidis, Vasilis ^a   Yamagata, Takashi ^b   Robertson, Donald ^c  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF YORK   (United Kingdom)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

C12; C13; C15; C33; Cross section dependence; Dynamic panel data; Generalised method of moments; Overidentifying restrictions test

Indexed keywords

ESTIMATION; FOURIER TRANSFORMS; MAGNETOSTRICTIVE DEVICES; PARAMETER ESTIMATION; TESTING; TIME SERIES;

C12; C13; C15; C33; CROSS SECTION DEPENDENCE; DYNAMIC PANEL DATA; GENERALISED METHOD OF MOMENTS; OVERIDENTIFYING RESTRICTIONS TEST;

METHOD OF MOMENTS;

EID: 59349094659     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.10.006     Document Type: Article

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