Copula-Based Tests for Cross-Sectional Independence in Panel Models

Hong-Ming Huang, Chihwa Kao and Giovanni Urga

No 99, Center for Policy Research Working Papers from Center for Policy Research, Maxwell School, Syracuse University

Abstract: This paper processes copula-based tests for testing cross-sectional independence of panel models.

Keywords: Copulas; Panel data; Cross-sectional independence (search for similar items in EconPapers)
JEL-codes: C13 C33 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2007-12
New Economics Papers: this item is included in nep-ecm
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https://surface.syr.edu/cpr/66/ (application/pdf)

Related works:
Journal Article: Copula-based tests for cross-sectional independence in panel models (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:max:cprwps:99

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