Robust sphericity test in the panel data model
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference9 articles.
1. Testing for sphericity in a fixed effects panel data model;Baltagi;Econom. J.,2011
2. On testing for sphericity with non-normality in a fixed effects panel data model;Baltagi;Statist. Probab. Lett.,2015
3. Tests for high-dimensional covariance matrices;Chen;J. Amer. Statist. Assoc.,2010
4. A new test for sphericity of the covariance matrix for high dimensional data;Fisher;J. Multivariate Anal.,2010
5. Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size;Ledoit;Ann. Statist.,2002
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