Copula-Based Tests for Cross-Sectional Independence in Panel Models

Author(s)/Creator(s)

Chihwa Kao, Syracuse University. Center for Policy ResearchFollow
Giovanni Urga, City University, Cass Business School (London, England)Follow

Description/Abstract

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Document Type

Working Paper

Date

2007

Keywords

Copulas, Panel data, Cross-sectional independence

Language

English

Series

Working Papers Series

Disciplines

Econometrics

Additional Information

Harvest from RePEc at http://repec.org

Recommended Citation

Kao, Chihwa and Urga, Giovanni, "Copula-Based Tests for Cross-Sectional Independence in Panel Models" (2007). Center for Policy Research. 66.
https://surface.syr.edu/cpr/66

Source

Metadata from RePEc