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Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors : An Application to Hedonic Housing Prices...
Baltagi, Badi H. - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10013137243
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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10009013035
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The effect of high school employment on educational attainment : a conditional difference-in-differences approach
Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2008
Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …
Persistent link: https://www.econbiz.de/10003755942
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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
Persistent link: https://www.econbiz.de/10003776267
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Transition modeling and econometric convergence tests
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462514
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Testing for serial correlation in fixed-effects panel data models
Born, Benjamin; Breitung, Jörn - 2010
Persistent link: https://www.econbiz.de/10008907964
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Fixed, random, or something in between? : a variant of HAUSMAN’s specification test for panel data estimators
Frondel, Manuel; Vance, Colin - 2010
Persistent link: https://www.econbiz.de/10008839892
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - 2007
Persistent link: https://www.econbiz.de/10003510803
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …
Persistent link: https://www.econbiz.de/10009735353