A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Year of publication: |
2012
|
---|---|
Authors: | Baltagi, Badi H. ; Feng, Qu ; Kao, Chihwa |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 170.2012, 1, p. 164-177
|
Publisher: |
Elsevier |
Subject: | LM test | Cross-sectional dependence | Fixed effects | High dimensional inference | John test | Panel data |
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