Pages that link to "Item:Q3499431"
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The following pages link to A bias-adjusted LM test of error cross-section independence (Q3499431):
Displaying 28 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)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- A robust test for network generated dependence (Q1792482) (← links)
- A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
- Robust sphericity test in the panel data model (Q2070603) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← links)
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426) (← links)
- FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS (Q4917230) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)
- Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) (← links)
- Testing for sphericity in a two-way error components panel data model (Q5862482) (← 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)
- Panel data measures of price discovery (Q5865511) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)