@article{econhot_econhot-cited-a25a6e46fb2a0e6d, title = {A bias-adjusted LM test of error cross-section independence}, author = {M. Hashem Pesaran and Aman Ullah and Takashi Yamagata}, journal = {Econometrics Journal}, year = {2008}, volume = {11}, number = {1}, pages = {105-127}, doi = {10.1111/j.1368-423x.2007.00227.x}, url = {https://doi.org/10.1111/j.1368-423x.2007.00227.x} }