Data for: Testing for Sphericity in a Fixed Effects Panel Data Model with Time-Varying Variances

Published: 15 May 2019| Version 1 | DOI: 10.17632/pg383z67gg.1
Contributor:
Jinqi Ye

Description

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.

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Econometrics

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