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Standardized LM tests for spatial error dependence in linear or panel regressions

Baltagi, Badi H.; Yang, Zhenlin - In: Econometrics Journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10010638642

Generalized LM tests for functional form and heteroscedasticity

Yang, Zhenlin; Tse, Yiu-Kuen - In: Econometrics Journal 11 (2008) 2, pp. 349-376

We present a generalized LM test of heteroscedasticity allowing the presence of data transformation and a generalized LM test of functional form allowing the presence of heteroscedasticity. Both generalizations are meaningful as non-normality and heteroscedasticity are common in economic data. A...

Persistent link: https://www.econbiz.de/10005100073

Testing for common trends in semi‐parametric panel data models with fixed effects

Zhang, Yonghui; Su, Liangjun; Phillips, Peter C. B. - In: Econometrics Journal 15 (2012) 1, pp. 56-100

Persistent link: https://www.econbiz.de/10011005095

Non‐parametric regression under location shifts

Phillips, Peter C. B.; Su, Liangjun - In: Econometrics Journal 14 (2011) 3, pp. 457-486

Persistent link: https://www.econbiz.de/10009351391