Data for: Testing for Sphericity in a Fixed Effects Panel Data Model with Time-Varying Variances
| Main Author: | Ye, Jinqi |
|---|---|
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2019
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/pg383z67gg |
Daftar Isi:
- This file contains the codes for Peng et al. (2018) Testing for Sphericity in a Fixed Effects Panel Data Model with Time-Varying Variances. If you have questions, please contact: bpeng01@hust.edu.cn. To run the simulations, please use simulation main.