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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

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models

Yang, Zhenlin - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 35-68

Persistent link: https://www.econbiz.de/10011949745

Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity

Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92

Persistent link: https://www.econbiz.de/10012488887

Heteroskedasticity and non-normality robust LM tests for spatial dependence

Baltagi, Badi H.; Yang, Zhenlin - In: Regional science & urban economics 43 (2013) 5, pp. 725-739

Persistent link: https://www.econbiz.de/10010237483

Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 52 (2015), pp. 50-70

Persistent link: https://www.econbiz.de/10011478986

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

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - In: Journal of econometrics 224 (2021) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10013275390

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

Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity

Li, Liyao; Yang, Zhenlin - In: Regional science & urban economics 81 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012427840

Testing conditional uncorrelatedness

Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29

Persistent link: https://www.econbiz.de/10003805419

A nonparametric goodness-of-fit-based test for conditional heteroskedasticity

Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212

Persistent link: https://www.econbiz.de/10009747860