A new diagnostic test for cross-section independence in nonparametric panel data model [electronic r...
A new diagnostic test for cross-section independence in nonparametric panel data model [electronic resource] / Jia Chen, Jiti Gao and Degui Li.
About this item
Full title
Author / Creator
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Date
2009.
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MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Series
Place of Publication
South Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
In this paper, we propose a new diagnostic test for residual cross?section independence in a nonparametric panel data model. The proposed nonparametric cross?section dependence (CD) test is a nonparametric counterpart of an existing parametric CD test proposed in Pesaren (2004) for the parametric case. We establish an asymptotic distribution of th...
Alternative Titles
Full title
A new diagnostic test for cross-section independence in nonparametric panel data model [electronic resource] / Jia Chen, Jiti Gao and Degui Li.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2009-16.
Title from title screen (viewed on Aug. 11, 2011)
"October 2009".
Includes bibliographical references (p. 34-35)
System details note
Mode of access: Internet via World Wide Web. Address as at 11/08/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
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Other version (online)
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Record Identifier
74VvKy5blV6y
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKy5blV6y
Other Identifiers
DDC
330.015195
MMS ID
991007953489702626
