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Testing for sphericity in a two-way error components panel data model - MaRDI portal

Testing for sphericity in a two-way error components panel data model (Q5862482)

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scientific article; zbMATH DE number 7486301
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Testing for sphericity in a two-way error components panel data model
scientific article; zbMATH DE number 7486301

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    Testing for sphericity in a two-way error components panel data model (English)
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    9 March 2022
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    cross-section dependence
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    fixed effects
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    large panels
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    sphericity
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    two-way error components
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