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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

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

Spatial dynamic panel data models with random effects

Parent, Olivier; Lesage, James P. - In: Regional science & urban economics 42 (2012) 4, pp. 727-738

Persistent link: https://www.econbiz.de/10009621527

Hodges-Lehmann estimation of static panel models with spatially correlated disturbances

Strumann, Christoph - In: Computational economics 53 (2019) 1, pp. 141-168

Persistent link: https://www.econbiz.de/10012134595

Spatial panel models of crop yield response to weather : econometric specification strategies and prediction performance

Yun, Seong Do; Gramig, Benjamin M. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 53-71

Persistent link: https://www.econbiz.de/10013341776

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020

We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...

Persistent link: https://www.econbiz.de/10012305035