Asymptotic normal tests for integration in panels with cross-dependent units
| Year of publication: |
2011
|
|---|---|
| Authors: | Hassler, Uwe ; Demetrescu, Matei ; Tarcolea, Adina |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 95.2011, 2, p. 187-204
|
| Publisher: |
Springer |
| Subject: | Heterogeneous panel | Cross-correlation | Augmented LM test | SUR and GLS |
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