Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
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Publication:5864652
DOI10.1080/07474938.2017.1307580OpenAlexW2509279263MaRDI QIDQ5864652
Badi H. Baltagi, Chihwa Kao, Fa Wang
Publication date: 8 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/20450/1/Asymptotic%20Power%20of%20The%20Sphericity%20Test%20Under%20Weak%20and%20Strong%20Factors%20in%20a%20Fixed%20Effects%20Panel%20Data%20Model.pdf
Related Items (3)
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm ⋮ Testing for sphericity in a fixed effects panel data model with time-varying variances ⋮ Econometric Reviews honors Esfandiar Maasoumi
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