The authors thank Qi Li, the editor (Anindya Banerjee), and two anonymous referees for helpful comments. Most of the research for this article was done while the third author was at the University of Cambridge. He acknowledges financial support from Sinopia, quantitative specialist of HSBC Global Asset Management. The opinions expressed in this article do not necessarily represent those of DNB.
Diagnostic Tests of Cross-section Independence for Limited Dependent Variable Panel Data Models*
Version of Record online: 5 JUL 2011
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford, 2011
Oxford Bulletin of Economics and Statistics
Volume 74, Issue 2, pages 253–277, April 2012
How to Cite
Hsiao, C., Pesaran, M. H. and Pick, A. (2012), Diagnostic Tests of Cross-section Independence for Limited Dependent Variable Panel Data Models. Oxford Bulletin of Economics and Statistics, 74: 253–277. doi: 10.1111/j.1468-0084.2011.00646.x
- Issue online: 9 FEB 2012
- Version of Record online: 5 JUL 2011
- Final Manuscript Received: January 2011
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