The following pages link to (Q5688851):
Displaying 12 items.
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060) (← links)
- The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms (Q2280587) (← links)
- Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach (Q2445727) (← links)
- Rao's score test in spatial econometrics (Q5943797) (← links)
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications (Q5952952) (← links)