A Robust LM Test for Spatial Error Components
Year of publication: |
2009-01
|
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Authors: | Yang, Zhenlin |
Institutions: | School of Economics, Singapore Management University |
Subject: | Distributional misspecification | Robustness | Spatial layouts | Spatial error components | LM tests |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 04-2009 19 pages |
Classification: | C23 - Models with Panel Data ; C5 - Econometric Modeling |
Source: |
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A Robust LM Test for Spatial Error Components
Yang, Zhenlin, (2009)
-
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
Baltagi, Badi H., (2010)
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Guo, Penghui, (2011)
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