Similar Search Results - EconBiz

Consistent misspecification testing in spatial autoregressive models

Lee, Jungyoon; Phillips, Peter C. B.; Rossi, Francesca - 2020

Persistent link: https://www.econbiz.de/10012322364

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

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

Specification tests for spatial panel data models

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - 2020

Persistent link: https://www.econbiz.de/10012271721

Testing spatial dependence in spatial models with endogenous weights matrices

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Journal of econometric methods 8 (2019) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012022977

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

GEL estimation and tests of spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 208 (2019) 2, pp. 585-612

Persistent link: https://www.econbiz.de/10012149371

Hodges-Lehmann estimation of static panel models with spatially correlated disturbances

Strumann, Christoph - In: Computational economics 53 (2019) 1, pp. 141-168

Persistent link: https://www.econbiz.de/10012134595

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

Estimating standard errors in spatial panel models with time varying spatial correlation

Davenport, Frank - In: Papers in regional science : the journal of the … 96 (2017), pp. 155-177

Persistent link: https://www.econbiz.de/10011761529

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