Copula-based tests for cross-sectional independence in panel models

Hongming Huang, Chihwa Kao and Giovanni Urga

Economics Letters, 2008, vol. 100, issue 2, 224-228

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

Date: 2008
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http://www.sciencedirect.com/science/article/pii/S0165-1765(08)00027-X
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Working Paper: Copula-Based Tests for Cross-Sectional Independence in Panel Models (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:100:y:2008:i:2:p:224-228

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