Testing for sphericity in a two-way error components panel data model
Year of publication: |
2018
|
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Authors: | Mao, Guangyu |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 491-506
|
Subject: | Cross-section dependence | fixed effects | large panels | sphericity | two-way error components | Panel | Panel study | Schätztheorie | Estimation theory |
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