Zhaoyuan Li | DeepAI

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Jianfeng Yao
16 publications

research

∙ 07/03/2022

On John's test for sphericity in large panel data models

This paper studies John's test for sphericity of the error terms in larg...

0 Zhaoyuan Li, et al. ∙

research

∙ 03/10/2021

Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors

This paper reexamines the seminal Lagrange multiplier test for cross-sec...

0 Zhaoyuan Li, et al. ∙