A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032)

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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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