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Bias-adjusted LM test of error cross-section independence

Pesaran, M.Hashem Et al

Bias-adjusted LM test of error cross-section independence 2008 - 2008 - 105-127 V. 11 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Cross section dependence;Spatial dependence;LM Test;Panel model;Bias adjusted test;

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