Robust cross sectional dependence test in panel regression model
The central focus in most recent studies on panel data is on the issue of cross sectional dependence; there exist correlations between different groups (cross section) of innovations in the panel. In the presence of cross sectional dependence, we can no longer use the general assumption of independ...
Main Authors: | Md. Shariff, N.S., Baharumshah, A.Z. |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
2009
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Subjects: | |
Online Access: | http://eprints.um.edu.my/10779/1/robust_cross_sectional.pdf |
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