Assessing cross-sectional correlation in panel data
From MaRDI portal
Publication:1902503
Recommendations
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
- Testing for serial correlation in fixed-effects panel data models
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
Cites work
- scientific article; zbMATH DE number 3951797 (Why is no real title available?)
- scientific article; zbMATH DE number 3965205 (Why is no real title available?)
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 3551712 (Why is no real title available?)
- scientific article; zbMATH DE number 3092167 (Why is no real title available?)
- Approximation Theorems of Mathematical Statistics
- Estimating Densities of Functions of Observations
- Large sample theory for U-statistics and tests of fit
- On Tests Applied to Residuals
- Panel Data and Unobservable Individual Effects
- Random-Effects Models for Longitudinal Data
- Robust Statistics
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Cited in
(21)- A test of cross section dependence for a linear dynamic panel model with regressors
- A spatio-temporal model of house prices in the USA
- Rank-based tests of cross-sectional dependence in panel data models
- The CAPM, national stock market betas, and macroeconomic covariates: a global analysis
- Testing independence among a large number of high-dimensional random vectors
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
- ENDOGENOUS CROSS CORRELATIONS
- Analysis of the cross-effects in a cross-lagged panel study
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
- Cross-Sectional Dependence in Panel Data Analysis
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Estimating DEA confidence intervals with statistical panel data analysis
- Testing weak cross-sectional dependence in large panels
- Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- A bias-adjusted LM test of error cross-section independence
This page was built for publication: Assessing cross-sectional correlation in panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1902503)
