Testing for sphericity in a two-way error components panel data model (Q5862482)
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scientific article; zbMATH DE number 7486301
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| English | Testing for sphericity in a two-way error components panel data model |
scientific article; zbMATH DE number 7486301 |
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Testing for sphericity in a two-way error components panel data model (English)
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9 March 2022
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cross-section dependence
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fixed effects
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large panels
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sphericity
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two-way error components
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0.8658235669136047
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0.8549134731292725
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0.8527566194534302
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0.8435994982719421
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0.8399003744125366
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