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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

Continuously updated indirect inference in heteroskedastic spatial models

Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - 2019

Persistent link: https://www.econbiz.de/10012131981

Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients

Wei, Hongjie; Sun, Yan - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10011669077

Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term

Doğan, Osman - In: Econometrics : open access journal 3 (2015) 1, pp. 101-127

and spatial moving average parameters is generally inconsistent when heteroskedasticity is not considered in the …

Persistent link: https://www.econbiz.de/10011290741

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 … genuine (quasi) score vector is available, the AQS-OPMD method leads to finite sample improved tests over the usual methods … proposed AQS-OPMD method provides feasible solutions. The AQS tests are formally derived and asymptotic properties examined for …

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

GMM estimation of spatial autoregressive models with unknown heteroskedasticity

Lin, Xu; Lee, Lung-fei - In: Journal of econometrics 157 (2010) 1, pp. 34-52

Persistent link: https://www.econbiz.de/10008661869

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

A note on the null distribution of the local spatial heteroscedasticity (LOSH) statistic

Xu, Min; Mei, Chang-lin; Yan, Na - In: The annals of regional science : an international … 52 (2014) 3, pp. 697-710

Persistent link: https://www.econbiz.de/10010364678

Local spatial heteroscedasticity (LOSH)

Ord, John Keith; Getis, Arthur - In: The annals of regional science : an international … 48 (2012) 2, pp. 529-539

Persistent link: https://www.econbiz.de/10009540875

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10010468803