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Testing for heteroskedasticity in two-way fixed effects panel data models |
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| Authors: | Sanying Feng Gaorong Li Tiejun Tong Shuanghua Luo |
| Affiliation: | aSchool of Mathematics and Statistics, Zhengzhou University, Zhengzhou, People''s Republic of China;bSchool of Statistics, Beijing Normal University, Beijing, People''s Republic of China;cDepartment of Mathematics, Hong Kong Baptist University, Hong Kong, People''s Republic of China;dSchool of Science, Xi''an Polytechnic University, Xi''an, People''s Republic of China |
| Abstract: | |
| Keywords: | Asymptotic distribution heteroskedasticity panel data testing two-way fixed effects model |