Copula-based tests for cross-sectional independence in panel models

DOI10.1016/J.ECONLET.2008.01.017zbMath1255.62356OpenAlexW2033926509MaRDI QIDQ1934860

Giovanni Urga, Hongming Huang, Chihwa Kao

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cpr/66

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS

Cites Work

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• Understanding Relationships Using Copulas
• Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
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