Copula-based tests for cross-sectional independence in panel models

Hongming Huang; Chihwa Kao; Giovanni Urga

doi:10.1016/j.econlet.2008.01.017

Copula-based tests for cross-sectional independence in panel models

Hongming Huang, Chihwa Kao, Giovanni Urga

Department of Finance

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

This paper proposes the copula-based tests for testing cross-sectional independence of panel models. Crown

Original language	English
Pages (from-to)	224-228
Number of pages	5
Journal	Economics Letters
Volume	100
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2008.01.017
State	Published - Aug 2008

Keywords

Copulas
Cross-sectional independence
Panel data

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10.1016/j.econlet.2008.01.017

Cite this

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title = "Copula-based tests for cross-sectional independence in panel models",

abstract = "This paper proposes the copula-based tests for testing cross-sectional independence of panel models. Crown",

keywords = "Copulas, Cross-sectional independence, Panel data",

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M3 - 期刊論文

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JO - Economics Letters

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Copula-based tests for cross-sectional independence in panel models

Abstract

Keywords

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