- Testing for Cross-sectional Dependence in Panel Data Models
| Selected Publications | - Badi H. Baltagi, Qu Feng, Chihwa Kao. (2012). A Lagrange Multiplier Test for Cross-sectional Dependence in a Fixed Effects Panel Data Model. Journal of Econometrics, 170, 164-177.
- Jan Kiviet, Qu Feng. (2012, May ). Exploiting strong instruments unduly neglected by standard GMM. Paper presented at International Symposium on Ecconometric Theory and Applications (SETA 2012), Shanghai, China.
- Qu Feng, William Horrace. (2012). Alternative Technical Efficiency Measures: Skew, Bias and Scale. Journal of Applied Econometrics, 27, 253-268.
- Badi H. Baltagi, Qu Feng, Chihwa Kao. (2011, June ). A Lagrange Multiplier Test for Cross-sectional Dependence in a Fixed Effects Panel Data Model. Paper presented at North American Summer Meeting of the Econometric Society, St. Louis,MO, USA.
- Badi H. Baltagi, Qu Feng, Chihwa Kao. (2011). Testing for Sphericity in a Fixed Effects Panel Data Model. The Econometrics Journal, 14(1), 25-47.
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