A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
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Cites work
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Cited in
(20)- Testing for Trend Specifications in Panel Data Models
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Rank-based tests of cross-sectional dependence in panel data models
- A bias-corrected Srivastava-type test for cross-sectional independence
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
- 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
- Analysis of the cross-effects in a cross-lagged panel study
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
- Estimation of heterogeneous panels with structural breaks
- High dimensional cross-sectional dependence test under arbitrary serial correlation
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- A robust test for network generated dependence
- A bias-adjusted LM test of error cross-section independence
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