Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006)
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scientific article; zbMATH DE number 7514908
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| English | Test for the covariance matrix in time-varying coefficients panel data models with fixed effects |
scientific article; zbMATH DE number 7514908 |
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Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (English)
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27 April 2022
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sphericity
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covariance matrix
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time-varying coefficients panel data models
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local linear estimation
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cross-sectional dependence
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0.9637866020202636
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0.9001138210296631
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0.8895218372344971
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0.846144437789917
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0.8255271315574646
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