Testing for sphericity in a fixed effects panel data model with time-varying variances
Bin Peng, Xinyuan Shen, Jinqi Ye
| Year of publication: |
2019
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|---|---|
| Authors: | Bin, Peng ; Shen, Xinyuan ; Ye, Jinqi |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 181.2019, p. 85-89
|
| Subject: | Fixed effects | Panel data model | Sphericity test | Time-varying variances | Panel | Panel study | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.05.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121884