Testing for heteroskedasticity and spatial correlation in a two way random effects model

DOI10.1016/j.csda.2013.09.003zbMath1471.62103OpenAlexW2050825547MaRDI QIDQ1615227

Eugene Kouassi, Mbodja Mougoué, Claude M. O. Amba, Joel Sango, Afeez Adebare Salisu, J. M. Bosson Brou

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.09.003

zbMATH Keywords

panel dataheteroskedasticityspatial correlationLM teststwo way random effects model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Testing for heteroskedasticity in two-way fixed effects panel data models

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