Outer-product-of-gradients tests for spatial autoregressive models
Year of publication: |
2018
|
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Authors: | Jin, Fei ; Lee, Lung-fei |
Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 72.2018, p. 35-57
|
Subject: | C(α) test | GMM test | LM test | OPG | Spatial dependence | Unknown heteroskedasticity | Regionalökonomik | Regional economics | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity |
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