Asymptotic normal tests for integration in panels with cross-dependent units

Uwe Hassler, Matei Demetrescu and Adina Tarcolea

AStA Advances in Statistical Analysis, 2011, vol. 95, issue 2, 187-204

Keywords: Heterogeneous panel; Cross-correlation; Augmented LM test; SUR and GLS (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10182-011-0153-6

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