Testing for heteroskedasticity and spatial correlation in a random effects panel data model

DOI10.1016/j.csda.2008.06.009zbMath1453.62035OpenAlexW2088101547MaRDI QIDQ961727

Badi H. Baltagi, Seuck Heun Song, Jae Hyeok Kwon

Publication date: 1 April 2010

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

Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1058&context=cpr

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Related Items (7)

Testing for heteroskedasticity and spatial correlation in a two way random effects model ⋮ High dimensional cross-sectional dependence test under arbitrary serial correlation ⋮ Testing for serial independence of panel errors ⋮ Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model ⋮ Limit theory for panel data models with cross sectional dependence and sequential exogeneity ⋮ A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model ⋮ Editorial. Spatial statistics: methods, models \& computation

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