Copula-Based Tests for Cross-Sectional Independence in Panel Models
| Year of publication: |
2007-12
|
|---|---|
| Authors: | Huang, Hong-Ming ; Kao, Chihwa ; Urga, Giovanni |
| Institutions: | Center for Policy Research, Maxwell School |
| Subject: | Copulas | Panel data | Cross-sectional independence |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 99 14 pages |
| Classification: | C13 - Estimation ; C33 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10005200851