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Testing for sphericity in a fixed effects panel data model

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  • Badi H. Baltagi
  • Qu Feng
  • Chihwa Kao

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File URL: http://hdl.handle.net/10.1111/j.1368-423X.2010.00331.x
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Bibliographic Info

Article provided by Royal Economic Society in its journal The Econometrics Journal.

Volume (Year): 14 (2011)
Issue (Month): 1 (February)
Pages: 25-47

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Handle: RePEc:ect:emjrnl:v:14:y:2011:i:1:p:25-47

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Cited by:
  1. Mao, Guangyu, 2014. "A note on tests of sphericity and cross-sectional dependence for fixed effects panel model," Economics Letters, Elsevier, vol. 122(2), pages 215-219.
  2. M. Hashem Pesaran, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series 3800, CESifo Group Munich.
  3. Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization and Monetary Policy Institute Working Paper 153, Federal Reserve Bank of Dallas.
  4. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2012. "A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 137, Center for Policy Research, Maxwell School, Syracuse University.

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