A bias-adjusted LM test of error cross-section independence
| Year of publication: |
2008
|
|---|---|
| Authors: | Pesaran, M.Hashem ; Ullah, Aman ; Yamagata, Takashi |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 11.2008, 1, p. 105-127
|