Copula-based tests for cross-sectional independence in panel models

Economics Letters

Volumn 100, Issue 2, 2008, Pages 224-228

  Huang, Hongming ^a   Kao, Chihwa ^b   Urga, Giovanni ^c,d  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b SYRACUSE UNIVERSITY   (United States)

^c CITY UNIVERSITY   (United Kingdom)

^d UNIVERSITY OF BERGAMO   (Italy)

Author keywords

Copulas; Cross sectional independence; Panel data

Indexed keywords

EID: 79951809857     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2008.01.017     Document Type: Article

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