Testing for random effects and spatial lag dependence in panel data models

DOI10.1016/J.SPL.2008.06.014zbMath1151.62049OpenAlexW2016509312MaRDI QIDQ958961

Badi H. Baltagi, Long Liu

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1063&context=cpr

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Maximum likelihood estimation of spatially and serially correlated panels with random effects ⋮ Locally adjusted LM test for spatial dependence in fixed effects panel data models

Cites Work

• Testing panel data regression models with spatial error correlation.
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Estimation Methods for Models of Spatial Interaction
• Rao's score test in spatial econometrics
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

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