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Testing Weak Cross-Sectional Dependence in Large Panels (2012)

First Author: Pesaran M

Attributed to: Cross Section Dependence in Panel Data Models: Analysis of Short T Panels and Tests of Weak and Strong Cross Section Dependence funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2050312

Publication URI: http://dx.doi.org/10.2139/ssrn.2050312

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal