Pages that link to "Item:Q1902503"

The following pages link to Assessing cross-sectional correlation in panel data (Q1902503):

Displaying 17 items.

• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
• The CAPM, national stock market betas, and macroeconomic covariates: a global analysis (Q2661823) (← links)
• Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states (Q2700551) (← links)
• A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426) (← links)
• A bias-adjusted LM test of error cross-section independence (Q3499431) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
• Estimating DEA confidence intervals with statistical panel data analysis (Q5126994) (← links)
• Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
• Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)