Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test

DOI10.1007/s00362-013-0499-9zbMath1416.62387OpenAlexW2097901732MaRDI QIDQ379922

Sanggon Na, Chihwa Kao, Badi H. Baltagi

Publication date: 11 November 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0499-9

zbMATH Keywords

wild bootstrapcross-sectional dependence\(F\) testpanel factor model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Quantifying the data-dredging bias in structural break tests ⋮ Wild bootstrap tests for autocorrelation in vector autoregressive models ⋮ Inference on factor structures in heterogeneous panels ⋮ On the determination of the number of factors using information criteria with data-driven penalty ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix ⋮ Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures

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