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Small-sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models
Pustejovsky, James E., (2018)
Fixed effects testing in high-dimensional linear mixed models
Bradic, Jelena, (2019)
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu, (2020)
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng, (2007)