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

DOI10.1080/07474938.2015.1092844zbMath1491.62245OpenAlexW587977702MaRDI QIDQ5862482

Guangyu Mao

Publication date: 9 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2015.1092844

zbMATH Keywords

fixed effectssphericitylarge panelstwo-way error componentscross-section dependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model

Cites Work

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