RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS

DOI10.1017/S0266466606060464MaRDI QIDQ3408528zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi

Publication date 14 November 2006

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466606060464

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12)

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Cites work

• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Testing panel data regression models with spatial error correlation.
• Transformations for Estimation of Linear Models with Nested-Error Structure

Cited in

(6)

• Spatial lag test with equal weights
• Spurious spatial regression with equal weights
• Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
• Testing for spatial autocorrelation: the regressors that make the power disappear
• Testing for spatial correlation under a complete bipartite network
• Exact likelihood inference in group interaction network models

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