Kouassi, Eugene; Mougoué, Mbodja; Sango, Joel; Bosson … - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 153-171
An extension of the Holly and Gardiol (2000) and Baltagi et al. (2009) papers to the two way context, with heteroskedastic and spatially correlated disturbances is considered. One then derives a joint LM test for homoskedasticity and no spatial correlation. In addition, two conditional LM tests...