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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
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Testing spatial autocorrelation in weighted networks : the modes permutation test
Bavaud, François - In: Spatial econometric interaction modelling, (pp. 67-83). 2016
Persistent link: https://www.econbiz.de/10011529899
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2020
Persistent link: https://www.econbiz.de/10012307275
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - In: Journal of econometrics 232 (2023) 1, pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
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Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
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Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
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A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...
Persistent link: https://www.econbiz.de/10011872320
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Big assumptions for small samples in crop insurance
Hungerford, Ashley Elaine; Goodwin, Barry K. - In: Agricultural finance review 74 (2014) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10011305891
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Exploring scan methods to test spatial structure with an application to housing prices in Madrid
López, Fernando A.; Chasco Yrigoyen, Coro; Le Gallo, Julie - In: Papers in regional science : the journal of the … 94 (2015) 2, pp. 317-346
Persistent link: https://www.econbiz.de/10011545143
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More on the F-test under nonspherical disturbances
Krämer, Walter; Hanck, Christoph - In: Statistical inference, econometric analysis and matrix …, (pp. 179-184). 2009
Persistent link: https://www.econbiz.de/10003780986