Diagnostic Tests of Cross‐Section Independence for Limited Dependent Variable Panel Data Models*

By Cheng Hsiao, M. Pesaran, Andreas Pick. 2012

66 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/9e68d529730057bb2952441ed89845a0cd717c71

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In Economics and Econometrics

1. Simon Reese
2. Artūras Juodis

Citations in the corpus

• Testing Weak Cross-Sectional Dependence in Large Panels (2012, unknown): “As a possible area of further research, it would be interesting to investigate if the test of cross-sectional independence proposed in Hsiao et al. (2012) for nonlinear panel data models can also be viewed as a test of weak cross-sectional dependence, and in particular determine the range of values…”
• The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (2018, methodology): “Finally, while this article only considers linear models, the average correlation approach to testing for crosssection dependence was extended to nonlinear and nonparametric panel data models by Hsiao, Pesaran, and Pick (2012) and Chen, Gao, and Li (2012), respectively.”