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Testing for individual sphericity in heterogeneous panels - MaRDI portal

Testing for individual sphericity in heterogeneous panels

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Publication:5859779

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DOI10.1093/biomet/asz018zbMath1464.62269OpenAlexW2946379928MaRDI QIDQ5859779

Simon A. Broda

Publication date: 20 April 2021

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asz018

zbMATH Keywords

saddlepoint approximation panel data locally best test sphericity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Causal inference from observational studies (62D20)

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