Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Max-sum tests for cross-sectional independence of high-dimensional panel data |
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Max-sum tests for cross-sectional independence of high-dimensional panel data (English)
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25 April 2022
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asymptotic independence
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asymptotic normality
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cross-sectional independence
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extreme-value distribution
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high-dimensional data
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hypothesis tests
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max-sum test
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panel data models
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