Testing for error cross-sectional independence using pairwise augmented regressions
Year of publication: |
2016
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Authors: | Mao, Guangyu |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 19.2016, 3, p. 237-260
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Subject: | Cross-sectional dependence | Heterogeneous panels | High dimension | low sample size | Independence test | Simultaneous limits | Panel | Panel study | Regressionsanalyse | Regression analysis | Theorie | Theory | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling | Schätzung | Estimation |
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