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Testing for sphericity in a fixed effects panel data model - MaRDI portal

Testing for sphericity in a fixed effects panel data model (Q3018488)

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Testing for sphericity in a fixed effects panel data model
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    Testing for sphericity in a fixed effects panel data model (English)
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    27 July 2011
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    cross-sectional dependence
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    John test
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    panel data
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    sphericity
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