A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032): Difference between revisions
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Property / author: Badi H. Baltagi / rank | |||
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Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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Property / Mathematics Subject Classification ID: 62F05 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / zbMATH DE Number: 6714751 / rank | |||
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LM test | |||
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cross-sectional dependence | |||
Property / zbMATH Keywords: cross-sectional dependence / rank | |||
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fixed effects | |||
Property / zbMATH Keywords: fixed effects / rank | |||
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high dimensional inference | |||
Property / zbMATH Keywords: high dimensional inference / rank | |||
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John test | |||
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panel data | |||
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Revision as of 08:08, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | 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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