articleJournal of EconometricsMay 7, 2012Closed access

A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

BHBadi H. BaltagiQFQu FengCKChihwa Kao

Syracuse University · Nanyang Technological University

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Topics & keywords

Topics
Keywords
  • Mathematics
  • Panel data
  • Monte Carlo method
  • Context (archaeology)
  • Score test
  • Statistics
  • Lagrange multiplier
  • Fixed effects model
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