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Testing for sphericity in a fixed effects panel data model with time-varying variances - MaRDI portal

Testing for sphericity in a fixed effects panel data model with time-varying variances (Q2311151)

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Testing for sphericity in a fixed effects panel data model with time-varying variances
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    Testing for sphericity in a fixed effects panel data model with time-varying variances (English)
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    10 July 2019
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    sphericity test
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    fixed effects
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    panel data model
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    time-varying variances
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