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Testing Panel Data Regression Models with Spatial Error Correlation
Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - International Conferences on Panel Data - 2002
This paper derives several Lagrange Multiplier tests for the panel data regression model with spatial error correlation. These tests draw upon two strands of earlier work. The first is the LM tests for the spatial error correlation model discussed in Anselin (1988, 1999) and Anselin, Bera,...
Persistent link: https://www.econbiz.de/10005086453
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Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 220 (2021) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
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Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - 2016
Persistent link: https://www.econbiz.de/10011687505
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Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 197 (2017) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10011818347