Testing for sphericity in a fixed effects panel data model

Econometrics Journal

Volumn 14, Issue 1, 2011, Pages 25-47

  Baltagi, Badi H ^a   Feng, Qu ^b   Kao, Chihwa ^a  

^a SYRACUSE UNIVERSITY   (United States)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Cross sectional dependence; John test; Panel data; Sphericity

Indexed keywords

EID: 79951698958     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2010.00331.x     Document Type: Article

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