On testing for sphericity with non-normality in a fixed effects panel data model
Year of publication: |
2015
|
---|---|
Authors: | Baltagi, Badi H. ; Kao, Chihwa ; Peng, Bin |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 98.2015, C, p. 123-130
|
Publisher: |
Elsevier |
Subject: | Sphericity | Panel data | Cross-sectional dependence | John test |
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