A bias-corrected Srivastava-type test for cross-sectional independence

DOI10.1016/J.JMVA.2024.105371MaRDI QIDQ6656665zbMATH OpenFDO

Authors Kai Xu, Ming Xiang Cao, Qing Cheng

Publication date 3 January 2025

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

panel dataLagrange multiplier testcross-sectional independenceSrivastava test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

Cites work

• scientific article; zbMATH DE number 3965276 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
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• Tests for high-dimensional covariance matrices
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

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