Testing for individual sphericity in heterogeneous panels

DOI10.1093/BIOMET/ASZ018MaRDI QIDQ5859779zbMATH OpenOpenAlexFDO

Authors Simon A. Broda

Publication date 20 April 2021

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asz018

zbMATH Keywords

locally best testpanel datasaddlepoint approximationsphericity

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Nonparametric hypothesis testing (62G10)

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Cited in

(1)

• Robust sphericity test in the panel data model

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