Copula-based tests for cross-sectional independence in panel models. (English) Zbl 1255.62356
Summary: This paper proposes the copula-based tests for testing cross-sectional independence of panel models.
MSC:
| 62P20 | Applications of statistics to economics |
| 62H15 | Hypothesis testing in multivariate analysis |
| 62H05 | Characterization and structure theory for multivariate probability distributions; copulas |
References:
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