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

Andreea Halunga, Chris Orme () and Takashi Yamagata

The School of 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) Downloads
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