Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for the covariance matrix in time-varying coefficients panel data models with fixed effects |
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Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (English)
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27 April 2022
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sphericity
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covariance matrix
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time-varying coefficients panel data models
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local linear estimation
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cross-sectional dependence
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