Testing for random effects and serial correlation in spatial autoregressive models

DOI10.1016/j.jspi.2009.10.001zbMath1179.62125OpenAlexW2064003970MaRDI QIDQ2655061

Gabriel V. Montes-Rojas

Publication date: 22 January 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.10.001

zbMATH Keywords

random effectsserial correlationspatial autoregressionLM tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05)

Related Items (1)

Hausman-type tests for individual and time effects in the panel regression model with incomplete data

Cites Work

• Unnamed Item
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Estimation Methods for Models of Spatial Interaction
• Tests for the error component model in the presence of local misspecification
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results

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