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Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model |
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| Authors: | Badi H. Baltagi Chihwa Kao Fa Wang |
| Affiliation: | 1. Department of Economics and Center for Policy Research, Syracuse University, Syracuse, New York, USA;2. Department of Economics, Leicester University, Leicester, UKbbaltagi@maxwell.syr.edu;4. Department of Economics, University of Connecticut, Connecticut, USA;5. School of Economics, Shanghai University of Finance and Economics, Shanghai, China |
| Abstract: | |
| Keywords: | Asymptotic power high dimensional inference John test panel data sphericity strong factor weak factor |