This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution …. -- exponent of cross-sectional dependence ; diagnostic tests ; panel data models ; dynamic heterogenous panels …

This paper is concerned with sphericity test for the two-way error components panel data model. It is found that the …

empirical illustration to examine the Kuznets' U curve hypothesis with balanced panel data of Indian states is also provided …

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …

propose a unified test procedure and its power enhancement version, which show robustness for a wide class of panel model … contexts. Specifically, the two procedures are applicable to both heterogeneous and fixed effects panel data models with the …

We investigate the purchasing power parity hypothesis for a group of 17 countries using a new panel based test of …, these features provide a generally applicable solution to the problem of testing for stationarity versus unit roots in macro-panel …

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …

This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent … panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution …

This paper proposes a modified version of Swamy's test of slope homogeneity for panel data models where the cross …

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …