A test for spatial autocorrelation in seemingly unrelated regressions
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Publication:902602
DOI10.1016/0165-1765(88)90009-2zbMath1328.62406OpenAlexW2062649744WikidataQ127012730 ScholiaQ127012730MaRDI QIDQ902602
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(88)90009-2
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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Cites Work
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- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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