Testing for serial correlation, spatial autocorrelation and random effects using panel data
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Cites work
- scientific article; zbMATH DE number 970672 (Why is no real title available?)
- Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum-likelihood estimation for the mixed analysis of variance model
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Panel data models with spatially correlated error components
- Rao's score test in spatial econometrics
- Spatial Price Competition: A Semiparametric Approach
- Testing AR(1) against MA(1) disturbances in an error component model
- Testing panel data regression models with spatial error correlation.
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Useful matrix transformations for panel data analysis: a survey
Cited in
(48)- Tests for skewness and kurtosis in the one-way error component model
- Testing for random effects in panel models with spatially correlated disturbances
- Testing panel data regression models with spatial error correlation.
- Testing for random effects and spatial lag dependence in panel data models
- Testing for random effects and serial correlation in spatial autoregressive models
- Does product complexity matter for competition in experimental retail markets?
- Estimation of unit root spatial dynamic panel data models
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- First difference estimation of spatial dynamic panel data models with fixed effects
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
- The spatial time lag in panel data models
- Spatial dynamic models with intertemporal optimization: specification and estimation
- Empirical likelihood for spatial dynamic panel data models
- Testing for heteroskedasticity and serial correlation in a random effects panel data model
- A modified residual-based test for serial correlation in linear panel data models
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Penalized quantile regression for spatial panel data with fixed effects
- Testing spatial effects and random effects in a nested panel data model
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Testing for heteroskedasticity and spatial correlation in a two way random effects model
- Moment-based tests for individual and time effects in panel data models
- Specification of variance matrices for panel data models
- Serial and spatial error correlation
- High dimensional cross-sectional dependence test under arbitrary serial correlation
- Estimation of partially specified spatial panel data models with fixed-effects
- A generalized spatial panel data model with random effects
- Skew-normal generalized spatial panel data model
- Memory properties and aggregation of spatial autoregressive models
- Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Testing for serial correlation in hierarchical linear models
- A spatio-temporal analysis of the spread of sugarcane yellow leaf virus
- Locally adjusted LM test for spatial dependence in fixed effects panel data models
- Testing for serial correlation in three-dimensional panel data models
- Bayesian local influence analysis of skew-normal spatial dynamic panel data models
- On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model
- A space-time filter for panel data models containing random effects
- Tests for random time effects and spatial error correlation in panel regression models
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- A robust test for serial correlation in panel data models
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- QML estimation of dynamic panel data models with spatial errors
- A robust test for network generated dependence
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