Testing for heteroskedasticity in panel data models with interactive fixed effects

MaRDI QIDQ4574350zbMATH OpenFDO

Authors Ranran Chen, Gaorong Li

Publication date 18 July 2018

zbMATH Keywords

heteroskedasticitypanel dataartificial regressioninteractive fixed effecttesting of variance

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(8)

• Testing for heteroskedasticity in fixed effects models
• Testing for covariance matrices in panel data models with interactive fixed effects
• Testing for individual and time effects in panel data models with interactive effects
• Testing for heteroskedasticity in two-way fixed effects panel data models
• scientific article; zbMATH DE number 5846391 (Why is no real title available?)
• Testing additive versus interactive effects in fixed-\(T\) panels
• TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
• A Test for Slope Heterogeneity in Fixed Effects Models

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