Testing for sphericity in a fixed effects panel data model (Q3018488)

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Testing for sphericity in a fixed effects panel data model
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    title
    Testing for sphericity in a fixed effects panel data model (English)
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    author
    Badi H. Baltagi
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    Qu Feng
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    Chihwa Kao
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    publication date
    27 July 2011
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    Mathematics Subject Classification ID
    62H15
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    62E20
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    62M10
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    65C05
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    zbMATH DE Number
    5932396
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    zbMATH Keywords
    cross-sectional dependence
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    John test
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    panel data
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    sphericity
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