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Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model - MaRDI portal

Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652)

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scientific article; zbMATH DE number 7538220
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Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
scientific article; zbMATH DE number 7538220

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    Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (English)
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    8 June 2022
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    asymptotic power
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    high-dimensional inference
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    John test
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    panel data
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    sphericity
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    strong factor
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    weak factor
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