Pages that link to "Item:Q301972"

The following pages link to A test of cross section dependence for a linear dynamic panel model with regressors (Q301972):

Displaying 10 items.

• A joint serial correlation test for linear panel data models (Q295708) (← links)
• Inference on factor structures in heterogeneous panels (Q473358) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426) (← links)