Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265): Difference between revisions

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+Rao's score test in spatial econometrics
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+Normal rank
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+Q5688851
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+Useful matrix transformations for panel data analysis: a survey
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+Testing AR(1) against MA(1) disturbances in an error component model
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+Testing panel data regression models with spatial error correlation.
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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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+Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
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+Spatial Price Competition: A Semiparametric Approach
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