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    • Testing Weak Cross-Sectional Dependence in Large Panels 

      Pesaran, M. Hashem (Faculty of Economics, University of Cambridge, UK, 2012-02-28)
      (DISCLAIMER: Not all mathematical symbols in the abstract will display properly - please see the abstract in the pdf). This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally ...
    • Testing Weak Cross-Sectional Dependence in Large Panels 

      Pesaran, M. H. (Department of Applied Economics, 2012-02-28)
      This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent, using the exponent of cross-sectional dependence , introduced recently in Bailey, Kapetanios and Pesaran ...