Standardized LM tests for spatial error dependence in linear or panel regressions

DOI10.1111/j.1368-423X.2012.00385.xOpenAlexW1857847806MaRDI QIDQ5093204

Zhenlin Yang, Badi H. Baltagi

Publication date: 26 July 2022

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2012.00385.x

zbMATH Keywords

bootstraprobustnessLM testspatial layoutgroup interactionspatial panel modelsdistributional misspecificationMoran's \(I\) test

Mathematics Subject Classification ID

Statistics (62-XX)

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