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Testing Tobler's law in spatial panels : a test for spatial dependence robust against common factors
Millo, Giovanni - 2010
In the spatial econometrics literature, spatial error dependence is characterized by spatial autoregressive processes … of it being able to tell the presence of spatial-type dependence in the errors of a typical spatial panel irrespective of …
Persistent link: https://www.econbiz.de/10011575881
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A simple randomization test for spatial correlation in the presence of common factors and serial correlation
Millo, Giovanni - In: Regional science & urban economics 66 (2017), pp. 28-38
Persistent link: https://www.econbiz.de/10011792691
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Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
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Specification tests for spatial panel data models
Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - 2020
Persistent link: https://www.econbiz.de/10012271721
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Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
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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
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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
Persistent link: https://www.econbiz.de/10003776267
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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test … autocorrelation in the disturbances. We derive the large sample properties of our estimation procedures and show that the test …
Persistent link: https://www.econbiz.de/10009735353
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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
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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