Testing for covariance matrices in panel data models with interactive fixed effects

DOI10.3969/J.ISSN.1001-4268.2019.06.006MaRDI QIDQ3307494zbMATH OpenFDO

Authors Ranran Chen, Gaorong Li

Publication date 12 August 2020

zbMATH Keywords

covariance matricesFrobenius normhigh-dimensional panel datainteractive fixed effect

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Causal inference from observational studies (62D20)

Recommendations

• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• 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
• Testing for heteroskedasticity in panel data models with interactive fixed effects
• Testing for sphericity in a fixed effects panel data model with time-varying variances

Cited in

(4)

• Testing for heteroskedasticity in panel data models with interactive fixed effects
• Inferences in panel data with interactive effects using large covariance matrices
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects

This page was built for publication: Testing for covariance matrices in panel data models with interactive fixed effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3307494)