articleEmpirical EconomicsMay 20, 2020Closed access

General diagnostic tests for cross-sectional dependence in panels

MHM. Hashem Pesaran

University of Southern California · Trinity College London

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Keywords
  • Monte Carlo method
  • Mathematics
  • Unit root
  • Statistics
  • Lagrange multiplier
  • Score test
  • Sample size determination
  • Econometrics
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