Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020
We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric … genuine (quasi) score vector is available, the AQS-OPMD method leads to finite sample improved tests over the usual methods … proposed AQS-OPMD method provides feasible solutions. The AQS tests are formally derived and asymptotic properties examined for …