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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem
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Ullah, Aman
;
Yamagata, Takashi
- In:
The econometrics journal
11
(
2008
)
1
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pp. 105-127
Persistent link: https://www.econbiz.de/10003648644
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On skewness and kurtosis of econometric estimators
Bao, Yong
;
Ullah, Aman
- In:
The econometrics journal
12
(
2009
)
2
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pp. 232-247
Persistent link: https://www.econbiz.de/10003875656
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