Testing for sphericity in a fixed effects panel data model
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Publication:3018488
DOI10.1111/J.1368-423X.2010.00331.XzbMATH Open1218.62055OpenAlexW2914137213MaRDI QIDQ3018488FDOQ3018488
Authors: Badi H. Baltagi, Qu Feng, Chihwa Kao 
Publication date: 27 July 2011
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00331.x
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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Cited In (18)
- Testing for covariance matrices in panel data models with interactive fixed effects
- Testing weak cross-sectional dependence in large panels
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- On testing for sphericity with non-normality in a fixed effects panel data model
- Cross-Sectional Dependence in Panel Data Analysis
- Testing for individual sphericity in heterogeneous panels
- Testing for sphericity in a two-way error components panel data model
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Robust sphericity test in the panel data model
- Testing for sphericity in a fixed effects panel data model with time-varying variances
- Estimation of heterogeneous panels with structural breaks
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Title not available (Why is that?)
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