Testing for sphericity in a fixed effects panel data model
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Publication:3018488
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Cites work
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- A bias-adjusted LM test of error cross-section independence
- A limit theorem for the norm of random matrices
- A note on testing the covariance matrix for large dimension
- A well-conditioned estimator for large-dimensional covariance matrices
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Cross-Section Regression with Common Shocks
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
- Inference with dependent data using cluster covariance estimators
- Large panels with common factors and spatial correlation
- On the distribution of the largest eigenvalue in principal components analysis
- Panel data models with interactive fixed effects
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Spatial correlation robust inference with errors in location or distance
- Testing panel data regression models with spatial error correlation.
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- The distribution of a statistic used for testing sphericity of normal distributions
Cited in
(18)- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- scientific article; zbMATH DE number 1136712 (Why is no real title available?)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
- Testing for individual sphericity in heterogeneous panels
- Testing for sphericity in a two-way error components panel data model
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
- Estimation of heterogeneous panels with structural breaks
- Cross-Sectional Dependence in Panel Data Analysis
- Testing for covariance matrices in panel data models with interactive fixed effects
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Testing weak cross-sectional dependence in large panels
- Robust sphericity test in the panel data model
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- Testing for sphericity in a fixed effects panel data model with time-varying variances
- On testing for sphericity with non-normality in a fixed effects panel data model
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