A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:47, 5 March 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 |
Statements
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (English)
0 references
5 August 2022
0 references
large panels
0 references
cross-sectional independence
0 references
high-dimensional Lagrange-multiplier test
0 references
random matrix theory
0 references
