期刊名称：Discussion Papers in Economics / Department of Economics, University of York
出版年度：2010
卷号：2010
出版社：University of York
摘要：A wild bootstrap test of the null hypothesis that the errors of a panel data model are not correlated over cross-section units is proposed. The new test is more generally applicable than others that use the restrictive assumptions of normality and homoskedasticity. Monte Carlo results indicate that the new test is reliable.
关键词：Cross-section correlation; Wild bootstrap; Robust test
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