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

財務金融學系

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

2 引文斯高帕斯（Scopus）

摘要

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

原文	???core.languages.en_GB???
頁（從 - 到）	224-228
頁數	5
期刊	Economics Letters
卷	100
發行號	2
DOIs	https://doi.org/10.1016/j.econlet.2008.01.017
出版狀態	已出版 - 8月 2008

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10.1016/j.econlet.2008.01.017

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

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