IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v69y1995i2p393-414.html
   My bibliography  Save this article

Assessing cross-sectional correlation in panel data

Author

Listed:
  • Frees, Edward W.

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: https://www.sciencedirect.com/science/article/pii/0304-4076(94)01658-M
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Javier Barbero & Ernesto Rodríguez-Crespo, 2022. "Technological, institutional, and geographical peripheries: regional development and risk of poverty in the European regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(2), pages 311-332, October.
    2. Levent Ataünal & Ali Osman Gürbüz & Asli Aybars, 2016. "Does High Growth Create Value for Shareholders? Evidence from S&P500 Firms," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2016(3), pages 25-38.
    3. Martin, Sheila Ann, 1992. "The effectiveness of state technology incentives: evidence from the machine tool industry," ISU General Staff Papers 1992010108000011381, Iowa State University, Department of Economics.
    4. Anjomani, Ardeshir, 2002. "Regional growth and interstate migration," Socio-Economic Planning Sciences, Elsevier, vol. 36(4), pages 239-265, December.
    5. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
    6. Akarim, Yasemin Deniz & Sevim, Serafettin, 2013. "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, vol. 31(C), pages 453-459.
    7. Kayode Taiwo, 2024. "The Effect of Decentralisation on Access to Sanitation and Water Services: An Empirical Test using International Data," Hacienda Pública Española / Review of Public Economics, IEF, vol. 249(2), pages 157-180, June.
    8. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
    9. Laureti, Tiziana & Montero, José-María & Fernández-Avilés, Gema, 2014. "A local scale analysis on influencing factors of NOx emissions: Evidence from the Community of Madrid, Spain," Energy Policy, Elsevier, vol. 74(C), pages 557-568.
    10. Lacheheb, Miloud & Med Nor, Norashidah & Baloch, Imdadullah, 2014. "Health Expenditure, education and Economic Growth in MENA Countries," MPRA Paper 60388, University Library of Munich, Germany.
    11. repec:jss:jstsof:27:i02 is not listed on IDEAS
    12. George E. Halkos & Michael L. Polemis, 2017. "Does Financial Development Affect Environmental Degradation? Evidence from the OECD Countries," Business Strategy and the Environment, Wiley Blackwell, vol. 26(8), pages 1162-1180, December.
    13. Jiménez-Sotelo, Renzo A., 2023. "La influencia del mercado de deuda pública interna en el desarrollo financiero: evidencia de 52 países en 1990-2020," El Trimestre Económico, Fondo de Cultura Económica, vol. 90(359), pages 773-804, julio-sep.
    14. Ahmad, Ahmad Hassan & Green, Christopher J. & Jiang, Fei & Murinde, Victor, 2023. "Mobile money, ICT, financial inclusion and growth: How different is Africa?," Economic Modelling, Elsevier, vol. 121(C).
    15. Erling Häggström, 2002. "Properties of Honda’s test of random individual effects in non-linear regressions," Statistical Papers, Springer, vol. 43(2), pages 177-196, April.
    16. Hubbard, R. Glenn & Palia, Darius, 1995. "Executive pay and performance Evidence from the U.S. banking industry," Journal of Financial Economics, Elsevier, vol. 39(1), pages 105-130, September.
    17. Croissant, Yves & Millo, Giovanni, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
    18. Geoffrey Shuetrim & Philip Lowe & Steve Morling, 1993. "The Determinants of Corporate Leverage: A Panel Data Analysis," RBA Research Discussion Papers rdp9313, Reserve Bank of Australia.
    19. Afonso, António & Blanco-Arana, M. Carmen, 2024. "Does financial inclusion enhance per capita income in the least developed countries?," International Economics, Elsevier, vol. 177(C).
    20. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    21. Edward C. Norton & Courtney Harold Van Houtven & Richard C. Lindrooth & Sharon‐Lise T. Normand & Barbara Dickey, 2002. "Does prospective payment reduce inpatient length of stay?," Health Economics, John Wiley & Sons, Ltd., vol. 11(5), pages 377-387, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:69:y:1995:i:2:p:393-414. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.