Pages that link to "Item:Q5093225"
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The following pages link to Improved Lagrange multiplier tests in spatial autoregressions (Q5093225):
Displaying 10 items.
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data (Q888339) (← links)
- A test for spatial autocorrelation in seemingly unrelated regressions (Q902602) (← links)
- Spatial lag test with equal weights (Q1046217) (← links)
- On the Lagrange multiplier test for spatial correlation in econometric models (Q1291189) (← links)
- A robust test for network generated dependence (Q1792482) (← links)
- Higher-order least squares inference for spatial autoregressions (Q2106404) (← links)
- Testing spatial dependence in spatial models with endogenous weights matrices (Q2312976) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
- Testing a linear relationship in varying coefficient spatial autoregressive models (Q4563398) (← links)