RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS

DOI10.1017/S0266466606060464zbMATH Open1125.62094OpenAlexW3125704330MaRDI QIDQ3408528FDOQ3408528

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

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Mathematics Subject Classification ID

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

Cites Work

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

Cited In (6)

• 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
• Spurious spatial regression with equal weights
• Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
• Spatial lag test with equal weights

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