Copula-based tests for cross-sectional independence in panel models
DOI10.1016/J.ECONLET.2008.01.017zbMATH Open1255.62356OpenAlexW2033926509MaRDI QIDQ1934860FDOQ1934860
Authors: Hongming Huang, Chihwa Kao, Giovanni Urga 
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://surface.syr.edu/cpr/66
Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Testing panel data regression models with spatial error correlation.
- Title not available (Why is that?)
- An introduction to copulas.
- Estimation of copula-based semiparametric time series models
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Title not available (Why is that?)
- Multivariate survival distributions
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Title not available (Why is that?)
- Understanding Relationships Using Copulas
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- A test for the serial independence of residuals
- Title not available (Why is that?)
- Empirical process of residuals for high-dimensional linear models
Cited In (5)
- Rank-based tests of cross-sectional dependence in panel data models
- Asymptotic normal tests for integration in panels with cross-dependent units
- Omnibus test for covariate effects in conditional copula models
- A copula-model based semiparametric interaction test under the case-control design
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
This page was built for publication: Copula-based tests for cross-sectional independence in panel models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1934860)
