Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Year of publication: |
2017
|
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Authors: | Baltagi, Badi H. ; Kao, Chihwa ; Wang, Fa |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 853-882
|
Subject: | Asymptotic power | high dimensional inference | John test | panel data | sphericity | strong factor | weak factor | Panel | Panel study | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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