Testing for random effects and spatial lag dependence in panel data models

DOI10.1016/J.SPL.2008.06.014MaRDI QIDQ958961zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Long Liu

Publication date 10 December 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://surface.syr.edu/cgi/viewcontent.cgi?article=1063&context=cpr

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• Estimation Methods for Models of Spatial Interaction
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Rao's score test in spatial econometrics
• Testing panel data regression models with spatial error correlation.
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

Cited in

(12)

• Testing panel data regression models with spatial error correlation.
• Maximum likelihood estimation of spatially and serially correlated panels with random effects
• Testing spatial effects and random effects in a nested panel data model
• Locally adjusted LM test for spatial dependence in fixed effects 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
• Regressor and random‐effects dependencies in multilevel models
• Tests for random time effects and spatial error correlation in panel regression models
• Testing for spatial lag dependence and homoskedasticity in a random effects panel data model
• Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
• On testing for spatial or social network dependence in panel data allowing for network variability
• Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects

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