On testing for sphericity with non-normality in a fixed effects panel data model
type: Item
instance of: scholarly article
title: On testing for sphericity with non-normality in a fixed effects panel data model
zbMATH Open document ID: 1321.62085
author: Badi H. Baltagi
author: Chihwa Kao
author: Bin Peng
published in: Statistics \& Probability Letters
publication date: 2015-03-24T00:00:00Z
full work available at URL: wp176.pdf
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 6419270
zbMATH Keywords: sphericity
zbMATH Keywords: panel data
zbMATH Keywords: cross-sectional dependence
zbMATH Keywords: John test
MaRDI profile type: Publication
OpenAlex ID: W2030123279
cites work: Q4420195
cites work: Testing for sphericity in a fixed effects panel data model
cites work: Testing panel data regression models with spatial error correlation.
cites work: The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
cites work: Tests for High-Dimensional Covariance Matrices
cites work: Efficient estimation of panel data models with strictly exogenous explanatory variables
cites work: Q5623119
cites work: The distribution of a statistic used for testing sphericity of normal distributions
cites work: On the distribution of the largest eigenvalue in principal components analysis
cites work: Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
cites work: A well-conditioned estimator for large-dimensional covariance matrices
cites work: Large panels with common factors and spatial correlation
DOI: 10.1016/J.SPL.2014.12.017
description: scientific article; zbMATH DE number 6419270