Robust cross sectional dependence test in panel regression model
The central focus in most recent studies on panel data is on the issue of cross sectional dependence; there exist correlations between different groups (cross section) of innovations in the panel. In the presence of cross sectional dependence, we can no longer use the general assumption of independ...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/10779/1/robust_cross_sectional.pdf http://eprints.um.edu.my/10779/ |
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| Institution: | Universiti Malaya |
| Language: | English |