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A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models

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Cited by:

  1. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  2. Harman Preet Singh & Ajay Singh & Fakhre Alam & Vikas Agrawal, 2022. "Impact of Sustainable Development Goals on Economic Growth in Saudi Arabia: Role of Education and Training," Sustainability, MDPI, vol. 14(21), pages 1-25, October.
  3. Halmuratov, Gofur & Rustamov, Kamoliddin & Khankelov, T. & Xolmuratov, Xolilla & Khudainazarov, Sherzod & Sabirjanov, Talibjan & Xolmurotov, Fozil, 2025. "The Relationship between Renewable Energy Production and Economic Growth: A Short-Term and Long-Term Analysis in the Case of Uzbekistan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(3), pages 567-575, April.
  4. Richard Yeaw Chong Seow, 2025. "The Dynamics of Performance Feedback and ESG Disclosure: A Behavioral Theory of the Firm Perspective," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(2), pages 2598-2615, March.
  5. Rehab Rabie & Safaa Shaaban & Israa Iewaaelhamd, 2026. "The impact of AI integration on human capital development in the middle east: leveraging the predictive power of machine learning models and measuring the moderating role of employee openness to change," Future Business Journal, Springer, vol. 12(1), pages 1-15, December.
  6. Wilbrodah Adhiambo Orina (PhD), 2024. "Prevalence of Teenage Parenthood and Subsequent Burden on Elderly Family Members in Bungoma North Sub-County, Kenya," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(3s), pages 6110-6127, December.
  7. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
  8. Harman Preet Singh & Hilal Nafil Alhulail, 2023. "Information Technology Governance and Corporate Boards’ Relationship with Companies’ Performance and Earnings Management: A Longitudinal Approach," Sustainability, MDPI, vol. 15(8), pages 1-24, April.
  9. Edgar Löw & Marc Erkelenz, 2022. "Long and Short‐term Investments by European Banks – Trends Since the IASB Published IFRS 9," Australian Accounting Review, CPA Australia, vol. 32(4), pages 440-459, December.
  10. Tarek Ibrahim Eldomiaty & Marwa Anwar & Nebal Magdy & Mohamed Nabil Hakam, 2020. "Robust examination of political structural breaks and abnormal stock returns in Egypt," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
  11. Burger, Eric & Grba, Fabian & Heidorn, Thomas, 2022. "The impact of ESG ratings on implied and historical volatility," Frankfurt School - Working Paper Series 230, Frankfurt School of Finance and Management.
  12. Richard Yeaw Chong Seow, 2025. "Environmental, social, and governance reporting in family firms: The critical role of CEO attributes," Business Strategy and the Environment, Wiley Blackwell, vol. 34(1), pages 70-87, January.
  13. Alekh Gour & Shikha Aggarwal & Subodha Kumar, 2022. "Lending ears to unheard voices: An empirical analysis of user‐generated content on social media," Production and Operations Management, Production and Operations Management Society, vol. 31(6), pages 2457-2476, June.
  14. Ayaz Aliev & Madina Magomadova & Anna Budkina & Mustafa Harputlu & Alagez Yusifova, 2023. "EU: The Effect of Energy Factors on Economic Growth," Energies, MDPI, vol. 16(6), pages 1-19, March.
  15. Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
  16. Zhenhong Huang & Zhaoyuan Li & Jianfeng Yao, 2023. "Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models," Papers 2302.14387, arXiv.org.
  17. Seonga Cho & Sewon Kim & Bong Joo Lee, 2024. "Correlations between Hotspots of Child Maltreatment and Neighborhood-Level Interventions," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 17(5), pages 2099-2121, October.
  18. Peng, Bin & Yu, Junqi & Zhu, Yi, 2021. "A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model," Economics Letters, Elsevier, vol. 201(C).
  19. Zohal Habibi & Hamed Habibi & Mohammad Aqa Mohammadi, 2022. "The Potential Impact of COVID-19 on the Chinese GDP, Trade, and Economy," Economies, MDPI, vol. 10(4), pages 1-16, March.
  20. Taiwo Aderogba & Ibrahim Ayoade Adekunle & Olayinka Esther Atoyebi, 2025. "Post-Crisis Bank Profitability in BRICS: A CAMEL Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 24(3), pages 360-384, September.
  21. Yani Quarta Mondiana & Henny Pramoedyo & Atiek Iriany & Marjono, 2024. "Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(2), pages 35-65, June.
  22. Chuimin Kong & Jijian Zhang & Albert Henry Ntarmah & Yusheng Kong & Hong Zhao, 2022. "Carbon Neutrality in the Middle East and North Africa: The Roles of Renewable Energy, Economic Growth, and Government Effectiveness," IJERPH, MDPI, vol. 19(17), pages 1-24, August.
  23. Fresoli, Diego E. & Ruiz, Esther, 2016. "The uncertainty of conditional returns, volatilities and correlations in DCC models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 170-185.
  24. Atif, Syed Muhammad & Endres, James & Macdonald, James, 2012. "Broadband Infrastructure and Economic Growth: A Panel Data Analysis of OECD Countries," EconStor Preprints 65419, ZBW - Leibniz Information Centre for Economics.
  25. Henryk Dzwigol & Aleksy Kwilinski & Oleksii Lyulyov & Tetyana Pimonenko, 2023. "Renewable Energy, Knowledge Spillover and Innovation: Capacity of Environmental Regulation," Energies, MDPI, vol. 16(3), pages 1-15, January.
  26. Radostina Popova-Terziyska & Daniela Ventsislavova Georgieva & Nikolay Neykov, 2023. "Needed Support for Female Private Forest Owners (Some Results of a Survey of Danube Countries)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 164-179.
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