A bias-adjusted LM test of error cross-section independence
M. Hashem Pesaran, Aman Ullah, Takashi YamagataVolume:
11
Year:
2008
Language:
english
Pages:
23
DOI:
10.1111/j.1368-423x.2007.00227.x
File:
PDF, 166 KB
english, 2008