articleTop 10% cited
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Journal of Econometrics · 2012 · Vol. 170(1) · pp. 164–177
Badi H. Baltagi✉(Syracuse University)Qu Feng(Nanyang Technological University)Chihwa Kao(Syracuse University)
Spatial and Panel Data AnalysisMonetary Policy and Economic ImpactEnergy, Environment, Economic GrowthMathematicsPanel dataMonte Carlo methodContext (archaeology)Score testStatisticsLagrange multiplierFixed effects modelNull hypothesisEconometrics
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References
Estimation of spatial autoregressive panel data models with fixed effects
Journal of Econometrics · 2009 · 937 citations
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
The Review of Economic Studies · 1991 · 32,287 citations
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Journal of Econometrics · 1995 · 1,932 citations
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
The Review of Economic Studies · 1980 · 8,548 citations
Panels with non-stationary multifactor error structures
Journal of Econometrics · 2010 · 936 citations
Biases in Dynamic Models with Fixed Effects
Econometrica · 1981 · 8,434 citations
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Econometrica · 2006 · 4,679 citations
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