A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
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Publication:528032
DOI10.1016/J.JECONOM.2012.04.004zbMATH Open1443.62164OpenAlexW2047352417MaRDI QIDQ528032FDOQ528032
Authors: Qu Feng, Chihwa Kao, Badi H. Baltagi 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://surface.syr.edu/cpr/193
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Cites Work
- Linear Regression Limit Theory for Nonstationary Panel Data
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- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Panel data models with spatially correlated error components
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- Biases in Dynamic Models with Fixed Effects
- Estimation of Dynamic Models with Error Components
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Panels with non-stationary multifactor error structures
- Estimation of spatial autoregressive panel data models with fixed effects
- Panel data models with interactive fixed effects
- The distribution of a statistic used for testing sphericity of normal distributions
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Cross-Section Regression with Common Shocks
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- A test of cross section dependence for a linear dynamic panel model with regressors
- Assessing cross-sectional correlation in panel data
- A bias-adjusted LM test of error cross-section independence
- Testing for sphericity in a fixed effects panel data model
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model
Cited In (19)
- A bias-adjusted LM test of error cross-section independence
- Rank-based tests of cross-sectional dependence in panel data models
- Testing for Trend Specifications in Panel Data Models
- Lagrance-multiplier tersts for weak exogeneity: a synthesis
- A lagrange multiplier test for the error components model with incomplete panels
- Testing for sphericity in a two-way error components panel data model
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- A robust test for network generated dependence
- Analysis of the cross-effects in a cross-lagged panel study
- A bias-corrected Srivastava-type test for cross-sectional independence
- High dimensional cross-sectional dependence test under arbitrary serial correlation
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Estimation of heterogeneous panels with structural breaks
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
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