Pages that link to "Item:Q5943797"
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The following pages link to Rao's score test in spatial econometrics (Q5943797):
Displaying 37 items.
- Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland (Q257469) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Agents of change and the approximation of network outcomes: a simulation study (Q301076) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060) (← links)
- A spatio-temporal model of house prices in the USA (Q736568) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
- Testing for random effects and spatial lag dependence in panel data models (Q958961) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- Local analysis of economic disparities in Italy: a spatial statistics approach (Q1019495) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
- Testing spatial effects and random effects in a nested panel data model (Q1663962) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
- Identification and estimation of linear social interaction models (Q2000837) (← links)
- Rate-optimal cluster-randomized designs for spatial interference (Q2105207) (← links)
- Higher-order least squares inference for spatial autoregressions (Q2106404) (← links)
- A note on spatial-temporal lattice modeling and maximum likelihood estimation (Q2231021) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Inference on higher-order spatial autoregressive models with increasingly many parameters (Q2346013) (← links)
- A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
- The spatial time lag in panel data models (Q2440396) (← links)
- Locally adjusted LM test for spatial dependence in fixed effects panel data models (Q2446475) (← links)
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts (Q3518464) (← links)
- Testing a linear relationship in varying coefficient spatial autoregressive models (Q4563398) (← links)
- Variable selection of partially linear varying coefficient spatial autoregressive model (Q5036902) (← links)
- A Generalized Spatial Panel Data Model with Random Effects (Q5080586) (← links)
- Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
- Robust Test for Spatial Error Model: Considering Changes of Spatial Layouts and Distribution Misspecification (Q5252839) (← links)
- Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)