On testing for sphericity with non-normality in a fixed effects panel data model (Q2018631)
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scientific article; zbMATH DE number 6419270
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| English | On testing for sphericity with non-normality in a fixed effects panel data model |
scientific article; zbMATH DE number 6419270 |
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On testing for sphericity with non-normality in a fixed effects panel data model (English)
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24 March 2015
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sphericity
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panel data
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cross-sectional dependence
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John test
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