Keywords
Monte Carlo methodMathematicsUnit rootStatisticsLagrange multiplierScore testSample size determinationEconometricsA priori and a posterioriPower functionStatistical hypothesis testingMathematical analysisMathematical optimization
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Publication Info
- Year
- 2020
- Type
- article
- Volume
- 60
- Issue
- 1
- Pages
- 13-50
- Citations
- 2179
- Access
- Closed
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Cite This
M. Hashem Pesaran
(2020).
General diagnostic tests for cross-sectional dependence in panels.
Empirical Economics
, 60
(1)
, 13-50.
https://doi.org/10.1007/s00181-020-01875-7
Identifiers
- DOI
- 10.1007/s00181-020-01875-7