Testing spatial effects and random effects in a nested panel data model

DOI10.1016/J.ECONLET.2015.07.028zbMATH Open1394.62166OpenAlexW1057131675MaRDI QIDQ1663962FDOQ1663962

Authors: Ming He, Kuan-Pin Lin 

Publication date: 24 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.07.028

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zbMATH Keywords

spatial dependencenested random effectsLagrange multiplier test

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Testing panel data regression models with spatial error correlation.
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Rao's score test in spatial econometrics
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• A generalized spatial panel data model with random effects
• Testing the Error Components Model with Non-Normal Disturbances
• Simple regression-based tests for spatial dependence
• Standardized LM tests for spatial error dependence in linear or panel regressions
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Monte Carlo results on several new and existing tests for the error component model
• A standardized test for the error components model with the two-way layout
• LM tests of spatial dependence based on bootstrap critical values

Cited In (5)

• Testing for random effects and spatial lag dependence in panel data models
• Regressor and random‐effects dependencies in multilevel models
• Title not available (Why is that?)
• Artificial regression test diagnostics for impact measures in spatial models
• Tests for random time effects and spatial error correlation in panel regression models

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