JTable does not work completely from the keyboard.
In fact, whenever a given cell has the focus, the only way to switch to the
entry mode is to double click with the mouse. How should we proceed to switch
to this mode from the keyboard ?

More generally, the keyboard behaviour of JComponents is different when they are
part of a matrix cell. In fact, part of the standard keyboard behaviour is
shortcutted by the JTable. (Another example applies for JComboBox, where the usage of down key should open the list and allow the browsing through it, but in practice, moves to the bottom cell).

Therefore cannot use the arrow keys to navaigate the JComboBox in the JTable cell.