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Estimation of nonlinear errors-in-variables models : an approximate solution

Hsiao, Cheng; Wang, Liqun; Wang, Qing - 1996

Persistent link: https://www.econbiz.de/10000592458

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - 2007

Persistent link: https://www.econbiz.de/10003482467

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007

Persistent link: https://www.econbiz.de/10003482517

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...