Search Results - subject:"Spatial lag dependence"

Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables

He, Ming; Lin, Kuan-Pin - In: Econometrics 3 (2015) 4, pp. 761-796

spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …

Persistent link: https://www.econbiz.de/10011755310

Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables

He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796

spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …

Persistent link: https://www.econbiz.de/10011411712

An estimator for discrete-choice models with spatial lag dependence using large samples, with an application to land-use conversions

Carrión-Flores, Carmen; Flores-Lagunes, Alfonso; Guci, … - In: Regional science & urban economics 69 (2018), pp. 77-93

Persistent link: https://www.econbiz.de/10012108141

Testing for Random Effects and Spatial Lag Dependence in Panel Data Models

Baltagi, Badi H.; Liu, Long - Center for Policy Research, Maxwell School - 2008

standard LM statistics. The first one tests for the absence of spatial lag dependence ignoring the random individual effects …, and the second one tests for the absence of random individual effects ignoring the spatial lag dependence. This paper also … possible presence of spatial lag dependence. The second one tests for the absence of spatial lag dependence without ignoring …

Persistent link: https://www.econbiz.de/10005698366

Testing for spatial lag and spatial error dependence using double length artificial regressions

Baltagi, Badi; Liu, Long - In: Statistical Papers 55 (2014) 2, pp. 477-486

This paper obtains the joint and conditional Lagrange multiplier (LM) tests for a spatial lag regression model with spatial auto-regressive error derived in Anselin (Reg Sci Urban Ecom 26:77–104, <CitationRef CitationID="CR5">1996</CitationRef>) using artificial double length regressions (DLR). These DLR tests and their corresponding LM...</citationref>

Persistent link: https://www.econbiz.de/10010998579