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

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Mendeley Data2019-05-15 更新2026-04-09 收录
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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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2019-05-15
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