Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727): Difference between revisions

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+W2088101547
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+Rao's score test in spatial econometrics
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+Q5688851
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+Joint LM test for homoskedasticity in a one-way error component model
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+Testing panel data regression models with spatial error correlation.
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+Monte Carlo estimates of the log determinant of large sparse matrices
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Maximum-likelihood estimation for the mixed analysis of variance model
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+Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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+Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
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+Panel data models with spatially correlated error components
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+On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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+Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
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+IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
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+Publication:961727