A note on tests of sphericity and cross-sectional dependence for fixed effects panel model (Q2512350): Difference between revisions

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+Testing for sphericity in a fixed effects panel data model
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+A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
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+A new test for sphericity of the covariance matrix for high dimensional data
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+Q5623119
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Testing for complete independence in high dimensions
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