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Property / DOI: 10.1016/j.jeconom.2012.04.004 / rank
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Property / author: Badi H. Baltagi / rank
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Latest revision as of 20:29, 9 December 2024

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A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
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    A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (English)
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    12 May 2017
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    LM test
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    cross-sectional dependence
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    fixed effects
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    high dimensional inference
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    John test
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    panel data
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