Robust sphericity test in the panel data model (Q2070603)
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scientific article; zbMATH DE number 7462368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust sphericity test in the panel data model |
scientific article; zbMATH DE number 7462368 |
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Robust sphericity test in the panel data model (English)
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24 January 2022
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cross-sectional dependence
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high dimension
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multivariate-sign
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panel data
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sphericity
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0.9465381
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0.9245043
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0.9145755
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0.9104879
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0.89960206
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0.89697963
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0.89053404
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0.8804276
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0.8738953
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0.8712545
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