Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s42952-019-00007-x.pdf
Reference36 articles.
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3. Baltagi, B. H., Feng, Q., & Kao, C. (2011). Testing for sphericity in a fixed effects panel data model. The Econometrics Journal, 14, 25–47.
4. Baltagi, B. H., Kao, C., & Peng, B. (2015). On testing for sphericity with non-normality in a fixed effects panel data model. Statistics and Probability Letters, 98, 123–130.
5. Birke, M., & Dette, H. (2005). A note on testing the covariance matrix for large dimension. Statistics and Probability Letters, 74, 281–289.
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