Testing for sphericity in a fixed effects panel data model (Q3018488): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cross-Section Regression with Common Shocks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Panel Data Models With Interactive Fixed Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4267666 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4851746 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing panel data regression models with spatial error correlation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference with dependent data using cluster covariance estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on testing the covariance matrix for large dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM estimation with cross sectional dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spatial correlation robust inference with errors in location or distance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A limit theorem for the norm of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of panel data models with strictly exogenous explanatory variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5623119 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The distribution of a statistic used for testing sphericity of normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the largest eigenvalue in principal components analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: HAC estimation in a spatial framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size / rank
 
Normal rank
Property / cites work
 
Property / cites work: A well-conditioned estimator for large-dimensional covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large panels with common factors and spatial correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bias-adjusted LM test of error cross-section independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00331.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2914137213 / rank
 
Normal rank

Latest revision as of 09:49, 30 July 2024

scientific article
Language Label Description Also known as
English
Testing for sphericity in a fixed effects panel data model
scientific article

    Statements

    Testing for sphericity in a fixed effects panel data model (English)
    0 references
    0 references
    0 references
    0 references
    27 July 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    cross-sectional dependence
    0 references
    John test
    0 references
    panel data
    0 references
    sphericity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references