Diagnostic Tests of Cross-section Independence for Limited Dependent Variable Panel Data Models

Oxford Bulletin of Economics and Statistics

Volumn 74, Issue 2, 2012, Pages 253-277

  Hsiao, Cheng ^a,d,e   Pesaran, M Hashem ^a,b   Pick, Andreas ^b,c,f  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^d HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^e XIAMEN UNIVERSITY   (China)

^f DE NEDERLANDSCHE BANK   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84856804529     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2011.00646.x     Document Type: Article

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