High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967): Difference between revisions

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+A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
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+Testing for heteroskedasticity and serial correlation in a random effects panel data model
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+Testing AR(1) against MA(1) disturbances in an error component model
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+Testing for serial correlation, spatial autocorrelation and random effects using panel data
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+Testing for heteroskedasticity and spatial correlation in a random effects panel data model
+Normal rank
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Q4862306
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+Tests for High-Dimensional Covariance Matrices
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+High dimensional covariance matrix estimation using a factor model
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+Q3911791
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+Normal rank
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+Testing covariates in high-dimensional regression
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+Q5792679
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+A bias-adjusted LM test of error cross-section independence
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+IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Q3393449
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