Testing for heteroscedasticity in general spatial models

MaRDI QIDQ2993352zbMATH OpenFDO

Authors Libin Jin, Xiaowen Dai, Lei Shi

Publication date 10 August 2016

zbMATH Keywords

score testgeneral spatial modelshomoscedascityspatial heteroscedastic models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Inference from spatial processes (62M30) Asymptotic properties of parametric tests (62F05)

Recommendations

• Testing for heteroscedasticity in semiparametric random effects models
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Cited in

(5)

• Rao's score test in spatial econometrics
• Outlier detection in general spatial model
• Divergence-based tests of homogeneity for spatial data
• A Hausman test for spatial regression model
• Bayesian local influence for spatial autoregressive models with heteroscedasticity

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