Testing for sphericity in a fixed effects panel data model
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Bibliographic InfoArticle provided by Royal Economic Society in its journal The Econometrics Journal.
Volume (Year): 14 (2011)
Issue (Month): 1 (February)
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- 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.
- M. Hashem Pesaran, 2012.
"Testing Weak Cross-Sectional Dependence in Large Panels,"
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Globalization and Monetary Policy Institute Working Paper
153, Federal Reserve Bank of Dallas.
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- 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.
- Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
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