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Testing for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Heun Song, Seuck; Cheol Jung, Byoung; … - In: Journal of Econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10005122852

Testing for Serial Correlation, Spatial Autocorrelation and Random Effects

Koh, Won; Jung, Byoung Cheol; Baltagi, Badi H.; Song, … - Econometric Society - 2004

This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as well as spatial dependence between the spatial units at each point in time. In addition, the model allows for heterogeneity across the spatial units using random effects. The...

Persistent link: https://www.econbiz.de/10005130168

Testing for Serial Correlation, Spatial Autocorrelation and Random Effects

Koh, Won; Baltagi, Badi H.; Song, Seuck Heun - Econometric Society - 2004

Persistent link: https://www.econbiz.de/10005342323

Testing panel data regression models with spatial error correlation

Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - In: Journal of Econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10005192287

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

Testing for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol; … - In: Journal of econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10003559936

Testing panel data regression models woth spatial error correlation

Baltagi, Badi H.; Song, Seuck-heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10001787606

Testing for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Heun Song, Seuck; Cheol Jung, Byoung; … - In: Journal of econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10007760075

Testing panel data regression models with spatial error correlation

Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10006761305