Keywords

Monte Carlo methodMathematicsUnit rootStatisticsLagrange multiplierScore testSample size determinationEconometricsA priori and a posterioriPower functionStatistical hypothesis testingMathematical analysisMathematical optimization

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Publication Info

Year
2020
Type
article
Volume
60
Issue
1
Pages
13-50
Citations
2179
Access
Closed

Social Impact

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2179
OpenAlex
72
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Cite This

M. Hashem Pesaran (2020). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics , 60 (1) , 13-50. https://doi.org/10.1007/s00181-020-01875-7

Identifiers

DOI
10.1007/s00181-020-01875-7

Data Quality

Data completeness: 68%