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

DOI10.1016/J.ECONLET.2015.07.028MaRDI QIDQ1663962zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(5)

• Testing for random effects and spatial lag dependence in panel data models
• Artificial regression test diagnostics for impact measures in spatial models
• Regressor and random‐effects dependencies in multilevel models
• scientific article; zbMATH DE number 1136436 (Why is no real title available?)
• Tests for random time effects and spatial error correlation in panel regression models

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