Testing panel data regression models with spatial error correlation.

DOI10.1016/S0304-4076(03)00120-9MaRDI QIDQ1410567zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Seuck Heun Song, Won Koh

Publication date 14 October 2003

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(03)00120-9, http://econpapers.repec.org/cpd/2002/24_Baltagi.pdf

zbMATH Keywords

Lagrange multiplier testsLikelihood ratio testsPanel dataSpatial error correlation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cited in

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• Testing for heteroskedasticity and spatial correlation in a two way random effects model
• Maximum likelihood estimation of spatially and serially correlated panels with random effects
• Neighbourhood GMM estimation of dynamic panel data models
• Testing spatial effects and random effects in a nested panel data model
• A robust test for network generated dependence
• BLUP in the panel regression model with spatially and serially correlated error components
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• Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
• Testing for sphericity in a fixed effects panel data model
• Testing super-diagonal structure in high dimensional covariance matrices
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• RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
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• Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
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• Copula joint estimation for spatial dynamic panel data models with endogeneity issues
• Variable selection of the spatial autoregressive model with covariate data missing at random
• Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
• Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
• Using generalized estimating equations to estimate nonlinear models with spatial data
• The effect of weather conditions on fertilizer applications: a spatial dynamic panel data analysis
• 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
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
• Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows
• Detecting random effects and error correlation in a periodic multiple regression model
• Threshold spatial panel regression with fixed effects
• Linear partially time-varying coefficient spatial panel data model with fixed effects
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• Estimation of spatial autoregressive panel data models with fixed effects
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• Testing for random effects and spatial lag dependence in panel data models
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• A robust sign test for panel unit roots under cross sectional dependence
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