Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test

DOI10.1007/s00362-013-0499-9zbMath1416.62387OpenAlexW2097901732MaRDI QIDQ379922

Sanggon Na, Chihwa Kao, Badi H. Baltagi

Publication date: 11 November 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0499-9

zbMATH Keywords

wild bootstrapcross-sectional dependence\(F\) testpanel factor model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)

Related Items

Quantifying the data-dredging bias in structural break tests, Wild bootstrap tests for autocorrelation in vector autoregressive models, Inference on factor structures in heterogeneous panels, On the determination of the number of factors using information criteria with data-driven penalty, A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix, Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures

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