gretl-common 2017d-3build1 / usr / share / gretl / gretlhelp.refs

<@hd1="References">

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<@key="pesaran04">Pesaran, M. H. (2004) “General diagnostic tests for cross section dependence in panels”.  Cambridge Working Papers in Economics (CWPE 0435).  URL https://www.repository.cam.ac.uk/handle/1810/446.

<@key="pesaran99">Pesaran, M. H. and L. W. Taylor (1999) “Diagnostics for IV regressions”, <@itl="Oxford Bulletin of Economics and Statistics"> 61(2): 255-281.

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<@key="stock-yogo03">Stock, J. H. and M. Yogo (2003) “Testing for weak instruments in linear IV regression”.  NBER Technical Working Paper 284.  URL http://www.nber.org/~myogo/papers/published/RothenbergCh5.pdf.

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