A bias-adjusted LM test of error cross-section independence

✍ Scribed by M. Hashem Pesaran; Aman Ullah; Takashi Yamagata

• Book ID: 110880070
• Publisher: John Wiley and Sons
• Year: 2008
• Tongue: English
• Weight: 166 KB
• Volume: 11
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2007.00227.x