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,...
| Váldodahkkit: | , , |
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| Eará dahkkit: | |
| Materiálatiipa: | Journal Article |
| Giella: | English |
| Almmustuhtton: |
2013
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| 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 |