Artificial regression test diagnostics for impact measures in spatial models

DOI10.1016/j.econlet.2022.110689OpenAlexW4283460064MaRDI QIDQ2159844

Mingxi Wang, Mingyu Deng

Publication date: 2 August 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110689

zbMATH Keywords

artificial regressiondouble-length regressionouter-product gradientspatial impact measure

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Arc_Mat
• spatial panels

Cites Work

• Unnamed Item
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• Testing spatial effects and random effects in a nested panel data model
• The international spillover effects of US trade policy uncertainty
• Simple regression‐based tests for spatial dependence
• Model Specification Tests Based on Artificial Linear Regressions
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• GMM inference in spatial autoregressive models
• Spatial Econometrics

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