Testing for sphericity in a fixed effects panel data model with time-varying variances (Q2311151)
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scientific article; zbMATH DE number 7078328
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| English | Testing for sphericity in a fixed effects panel data model with time-varying variances |
scientific article; zbMATH DE number 7078328 |
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Testing for sphericity in a fixed effects panel data model with time-varying variances (English)
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10 July 2019
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sphericity test
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fixed effects
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panel data model
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time-varying variances
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0.9193881154060364
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0.8895218372344971
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0.8875000476837158
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0.8871917724609375
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0.8630117774009705
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