A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models

Andreea Halunga, Chris Orme () and Takashi Yamagata

Economics Discussion Paper Series from Economics, The University of Manchester

Date: 2011
New Economics Papers: this item is included in nep-ecm and nep-ets
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Journal Article: A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:man:sespap:1118

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