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 23 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)
• On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
• Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• Testing for sphericity in a two-way error components panel data model (Q5862482) (← links)
• Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
• Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
• Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
• The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (Q6620939) (← links)
• Pseudo Panel Data Models With Cohort Interactive Effects (Q6623160) (← links)
• An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)