A lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model

It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR model is not appropriate for testing cross-sectional dependence in panel data models when the number of cross-sectional units (n) is large and the number of time periods (T) is small. In fact,...

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Váldodahkkit: Baltagi, Badi H., Feng, Qu., Kao, Chihwa.
Eará dahkkit: School of Humanities and Social Sciences
Materiálatiipa: Journal Article
Giella:English
Almmustuhtton: 2013
Fáttát:
Liŋkkat:https://hdl.handle.net/10356/107476
http://hdl.handle.net/10220/18061
http://dx.doi.org/10.1016/j.jeconom.2012.04.004