Article ID Journal Published Year Pages File Type
1154541 Statistics & Probability Letters 2015 8 Pages PDF
Abstract

Building upon the work of Chen et al. (2010), this paper proposes a test for sphericity of the variance–covariance matrix in a fixed effects panel data regression model without the normality assumption on the disturbances.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On testing for sphericity with non-normality in a fixed effects panel data model
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