Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885)

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Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
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    Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (English)
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    27 April 2022
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    fixed effects
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    identity test
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    panel data
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    sphericity test
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    time-varying coefficient model
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