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Baltagi, Badi H.; Liu, Long - In: Economics letters 104 (2009) 2, pp. 81-82

Persistent link: https://www.econbiz.de/10003870169

Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model

Baltagi, Badi H.; Liu, Long - In: Econometric reviews 35 (2016) 1/4, pp. 638-658

Persistent link: https://www.econbiz.de/10011550080

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762

Persistent link: https://www.econbiz.de/10012295578

Testing for Random Effects and Spatial Lag Dependence in Panel Data Models

Baltagi, Badi H.; Liu, Long - 2011

This paper derives a joint Lagrange Multiplier (LM) test which simultaneously tests for the absence of spatial lag dependence and random individual effects in a panel data regression model. It turns out that this LM statistic is the sum of two standard LM statistics. The first one tests for the...

Persistent link: https://www.econbiz.de/10014183452

Panel data inference under spatial dependence

Baltagi, Badi H.; Pirotte, Alain - In: Economic modelling 27 (2010) 6, pp. 1368-1381

Persistent link: https://www.econbiz.de/10008825770

Testing for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol; … - In: Journal of econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10003559936

Testing for sphericity in a fixed effects panel data model

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: The econometrics journal 14 (2011) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10009007612

Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...

Baltagi, Badi H.; Bresson, Georges - In: Journal of urban economics 69 (2011) 1, pp. 24-42

Persistent link: https://www.econbiz.de/10009303851

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 Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 170 (2012) 1, pp. 164-177

Persistent link: https://www.econbiz.de/10009673119