A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204): Difference between revisions
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Revision as of 15:34, 22 February 2024
scientific article; zbMATH DE number 7568839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* |
scientific article; zbMATH DE number 7568839 |
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A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (English)
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5 August 2022
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large panels
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cross-sectional independence
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high-dimensional Lagrange-multiplier test
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random matrix theory
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