A bias-adjusted LM test of error cross-section independence
- 作者 M. Hashem Pesaran; Aman Ullah; Takashi Yamagata
- 卷第11卷
- 期第1期
- 印刷ISSN1368-4221
- 电子ISSN1368-423X
- 文件大小165.67KB
- 发表时间2008
- DOI10.1111/j.1368-423x.2007.00227.x
- 页码105-127
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