A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- Submitting institution
-
The University of Bath
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 159973154
- Type
- D - Journal article
- DOI
-
10.1016/j.jeconom.2016.12.005
- Title of journal
- Journal of Econometrics
- Article number
- -
- First page
- 209
- Volume
- 198
- Issue
- 2
- ISSN
- 0304-4076
- Open access status
- Compliant
- Month of publication
- March
- Year of publication
- 2017
- URL
-
-
- Supplementary information
-
https://ars-els-cdn-com/content/image/1-s2.0-S0304407617300179-mmc1.pdf
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
A - Econometrics
- Citation count
- 5
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
