Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652)
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scientific article; zbMATH DE number 7538220
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| English | Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model |
scientific article; zbMATH DE number 7538220 |
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Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (English)
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8 June 2022
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asymptotic power
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high-dimensional inference
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John test
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panel data
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sphericity
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strong factor
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weak factor
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