Copula-based tests for cross-sectional independence in panel models (Q1934860): Difference between revisions

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+Testing panel data regression models with spatial error correlation.
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Estimation of copula-based semiparametric time series models
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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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