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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem
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Ullah, Aman
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Yamagata, Takashi
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The econometrics journal
11
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2008
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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
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Ullah, Aman
- In:
The econometrics journal
12
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2009
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2
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pp. 232-247
Persistent link: https://www.econbiz.de/10003875656
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