Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)
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More about this item
KeywordsSphericity; panel data; cross-sectional dependence; John test;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-22 (All new papers)
- NEP-ECM-2009-03-22 (Econometrics)
- NEP-GEO-2009-03-22 (Economic Geography)
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