Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model

DOI10.1080/03610926.2018.1446087OpenAlexW2789400811MaRDI QIDQ5154116

Guangyu Mao

Publication date: 1 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1446087

zbMATH Keywords

cross-sectional dependencelarge panelstwo-way error componentsuncorrelatedness

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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