Testing panel data regression models with spatial error correlation.

DOI10.1016/S0304-4076(03)00120-9zbMath1134.62390OpenAlexW2082108991MaRDI QIDQ1410567

Won Koh, Seuck Heun Song, Badi H. Baltagi

Publication date: 14 October 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00120-9

zbMATH Keywords

Panel dataLagrange multiplier testsLikelihood ratio testsSpatial error correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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Testing for heteroskedasticity and spatial correlation in a two way random effects model, Guest editorial. Analysis of spatially dependent data, Testing for serial correlation, spatial autocorrelation and random effects using panel data, Spatial correlation robust inference with errors in location or distance, Panel data models with spatially correlated error components, HAC estimation in a spatial framework, Maximum likelihood estimation of spatially and serially correlated panels with random effects, Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large, Testing super-diagonal structure in high dimensional covariance matrices, Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients, Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors, Empirical likelihood for spatial dynamic panel data models, Neighbourhood GMM estimation of dynamic panel data models, Cross-Sectional Dependence in Panel Data Analysis, Testing spatial effects and random effects in a nested panel data model, An Overview of Dependence in Cross-Section, Time-Series, and Panel Data, A Generalized Spatial Panel Data Model with Random Effects, Empirical likelihood for panel data models with spatial errors, Nonparametric estimation of the marginal effect in fixed-effect panel data models, Copula-based tests for cross-sectional independence in panel models, Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China, Recognition and variable selection in sparse spatial panel data models with fixed effects, Robust estimation and inference of spatial panel data models with fixed effects, Testing for Trend Specifications in Panel Data Models, Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors, The spatial time lag in panel data models, Estimation of simultaneous systems of spatially interrelated cross sectional equations., Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components, Locally adjusted LM test for spatial dependence in fixed effects panel data models, Testing for random effects in panel models with spatially correlated disturbances, Estimation for the multi-way error components model with ill-conditioned panel data, QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices, Testing for sphericity in a fixed effects panel data model, Testing for random effects and spatial lag dependence in panel data models, Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test, A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model, A robust sign test for panel unit roots under cross sectional dependence, Testing for heteroskedasticity and spatial correlation in a random effects panel data model, Large panels with common factors and spatial correlation, Tests for random time effects and spatial error correlation in panel regression models, Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances, Estimation of spatial autoregressive panel data models with fixed effects, A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS, Five Diagnostic Tests for Unobserved Cluster Effects, ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS, On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors, On testing for sphericity with non-normality in a fixed effects panel data model, Estimation of partially specified spatial panel data models with random-effects, SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS, A note on the Cliff and Ord test for spatial correlation in panel models, A robust test for network generated dependence, Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration, RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS, QML estimation of dynamic panel data models with spatial errors, Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model, Estimation of partially specified spatial panel data models with fixed-effects, Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option, Penalized quantile regression for spatial panel data with fixed effects

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