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Assessing cross-sectional correlation in panel data

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  • Frees, Edward W.

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  • Frees, Edward W., 1995. "Assessing cross-sectional correlation in panel data," Journal of Econometrics, Elsevier, vol. 69(2), pages 393-414, October.
    • Handle: RePEc:eee:econom:v:69:y:1995:i:2:p:393-414
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    References listed on IDEAS

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    1. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-1398, November.
    2. T. S. Breusch & A. R. Pagan, 1980. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 239-253.
    3. E W Frees, 1993. "Short-Term Forecasting of Internal Migration," Environment and Planning A, , vol. 25(11), pages 1593-1606, November.
    4. Frees, Edward W, 1992. "Forecasting State-to-State Migration Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 153-167, April.
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