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LM tests of spatial dependence based on bootstrap critical values

Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 33-59

Persistent link: https://www.econbiz.de/10011339908

Robust LM tests for spatial dynamic panel data models

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - In: Regional science & urban economics 76 (2019), pp. 47-66

Persistent link: https://www.econbiz.de/10012267310

Spatial multivariate regressions with panel data

Mendonça, Mário Jorge Cardoso de; Medrano, Luis … - 2016

We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the random effect model. This work extends the previous study...

Persistent link: https://www.econbiz.de/10012059270

Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432

Persistent link: https://www.econbiz.de/10012515607

Heteroskedasticity in one-way error component probit models

Moussa, Richard Kouamé - In: Econometrics : open access journal 7 (2019) 3/35, pp. 1-22

This paper introduces an estimation procedure for a random effects probit model in presence of heteroskedasticity and a … likelihood ratio test for homoskedasticity. The cases where the heteroskedasticity is due to individual effects or idiosyncratic … heteroskedasticity. Furthermore, the power of the test increases with larger individual and time dimensions. The robustness analysis …

Persistent link: https://www.econbiz.de/10012160867