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

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 2
Pages: 224-228

Authors (3)

Huang, Hongming (not in RePEc) Kao, Chihwa (University of Connecticut) Urga, Giovanni (City University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Abstract

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

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:2:p:224-228
Journal Field
General
Author Count
3
Added to Database
2026-01-25