Open AccessCopula-Based Tests for Cross-Sectional Independence in Panel Models
Author(s) -
Henry Hongren Huang,
Chihwa Kao,
Giovanni Urga
Publication year - 2007
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1809097
Subject(s) - copula (linguistics) , econometrics , independence (probability theory) , panel data , economics , statistics , mathematics
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