Tests for random time effects and spatial error correlation in panel regression models

DOI10.1080/02331888.2012.748767MaRDI QIDQ5169754zbMATH OpenOpenAlexFDO

Authors Myoung Jin Jang, Dong Wan Shin

Publication date 11 July 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2012.748767

zbMATH Keywords

factor modelLagrange multiplier testslikelihood ratio testsrandom temporal componentspatial correlationspatial panel data

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cites work

• A PANIC attack on unit roots and cointegration.
• Alternative Tests of the Error Components Model
• Dynamic panel estimation and homogeneity testing under cross section dependence
• GMM estimation with cross sectional dependence
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Maximum-likelihood estimation for the mixed analysis of variance model
• Rao's score test in spatial econometrics
• Testing for a unit root in panels with dynamic factors
• Testing panel data regression models with spatial error correlation.
• Testing the Error Components Model with Non-Normal Disturbances

Cited in

(16)

• Testing panel data regression models with spatial error correlation.
• Hausman-type tests for individual and time effects in the panel regression model with incomplete data
• Testing spatial effects and random effects in a nested panel data model
• The spatial time lag in panel data models
• Testing for random effects and serial correlation in spatial autoregressive models
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• The Hausman test in a Cliff and Ord panel model
• Spatial errors in count data regressions
• Testing for random effects in panel models with spatially correlated disturbances
• Testing for spurious regression in a panel data model with the individual number and time length growing
• A space-time filter for panel data models containing random effects
• Spatial panels: random components versus fixed effects
• A generalized spatial panel data model with random effects
• Testing for random effects and spatial lag dependence in panel data models
• Testing for heteroskedasticity and spatial correlation in a random effects panel data model
• A note on the Cliff and Ord test for spatial correlation in panel models

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