Tests for random time effects and spatial error correlation in panel regression models

DOI10.1080/02331888.2012.748767zbMath1367.62276OpenAlexW2043268150MaRDI QIDQ5169754

Dong Wan Shin, Myoung Jin Jang

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.748767

zbMATH Keywords

likelihood ratio testsfactor modelLagrange multiplier testsspatial correlationspatial panel datarandom temporal component

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Cites Work

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• GMM estimation with cross sectional dependence
• Testing panel data regression models with spatial error correlation.
• Testing for a unit root in panels with dynamic factors
• Testing the Error Components Model with Non-Normal Disturbances
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Alternative Tests of the Error Components Model
• Maximum-likelihood estimation for the mixed analysis of variance model
• Rao's score test in spatial econometrics

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