Similar Search Results

QML estimation of dynamic panel data models with spatial errors

Su, Liangjun; Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 230-258

Persistent link: https://www.econbiz.de/10011339865

Asymptotics and bootstrap for random-effects panel data transformation models

Su, Liangjun; Yang, Zhenlin - In: Econometric reviews 37 (2018) 6/10, pp. 602-625

Persistent link: https://www.econbiz.de/10012040397

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

Standardized LM tests for spatial error dependence in linear or panel regression

Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10009722509

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

Spatial dynamic models with short panels : evaluating the impact of purchase restrictions on housing prices

Huang, Naqun; Yang, Zhenlin - In: Economic modelling 103 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013163739

Spatial dynamic panel data models with correlated random effects

Li, Liyao; Yang, Zhenlin - In: Journal of econometrics 221 (2021) 2, pp. 424-454

Persistent link: https://www.econbiz.de/10012619244

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

Unified M-estimation of fixed-effects spatial dynamic models with short panels

Yang, Zhenlin - In: Journal of econometrics 205 (2018) 2, pp. 423-447

Persistent link: https://www.econbiz.de/10012110313