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Copula-based tests for cross-sectional independence in panel models |
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| Authors: | Hongming Huang Chihwa Kao Giovanni Urga |
| Institution: | aNational Central University, Taiwan;bSyracuse University, United States;cCass Business School, London, UK;dUniversita' di Bergamo, Italy |
| Abstract: | This paper proposes the copula-based tests for testing cross-sectional independence of panel models. |
| Keywords: | Copulas Panel data Cross-sectional independence |
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