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Panel unit root tests and spatial dependence
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
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Panel data models with spatially correlated error components
Kapoor, Mudit; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 97-130
Persistent link: https://www.econbiz.de/10003579952
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Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício - 2007
Persistent link: https://www.econbiz.de/10003583088
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Modelling an aggregate agricultural panel with application to US farm input demands
Tack, Jesse B.; Pope, Rulon D.; LaFrance, Jeffrey T.; … - In: European review of agricultural economics : ERAE 42 (2015) 3, pp. 371-396
Persistent link: https://www.econbiz.de/10011421809
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The Cliff and Ord test for spatial correlation of the disturbances in unbalanced panel models
Pfaffermayr, Michael - In: International regional science review 36 (2013) 4, pp. 492-506
Persistent link: https://www.econbiz.de/10011301118
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Modeling an aggregate agricultural panel with application to US farm input demands
Tack, Jesse; Pope, Rulon D.; LaFrance, Jeffrey T.; … - 2014
Persistent link: https://www.econbiz.de/10011345251
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Spatial correlations in panel data
Driscoll, John Christopher - 1995
Persistent link: https://www.econbiz.de/10010525743
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Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables
He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796
We propose a random effects panel data model with both spatially correlated error components and spatially lagged … spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …
Persistent link: https://www.econbiz.de/10011411712
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Prediction in the panel data model with spatial correlation
Baltagi, Badi H.; Li, Dong - In: Advances in spatial econometrics : methodology, tools …, (pp. 283-295). 2004
Persistent link: https://www.econbiz.de/10003396800