A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2021.109799
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+W3135261961
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+A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
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+Testing for error cross‐sectional independence using pairwise augmented regressions
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+Testing Weak Cross-Sectional Dependence in Large Panels
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+A bias-adjusted LM test of error cross-section independence
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