Pages that link to "Item:Q528032"
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The following pages link to A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032):
Displaying 13 items.
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- A robust test for network generated dependence (Q1792482) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model (Q2512350) (← links)
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← 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)
- Testing for sphericity in a two-way error components panel data model (Q5862482) (← links)
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)