Outer-product-of-gradients tests for spatial autoregressive models
Year of publication: |
2018
|
---|---|
Authors: | Jin, Fei ; Lee, Lung-fei |
Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 72.2018, p. 35-57
|
Subject: | C(α) test | GMM test | LM test | OPG | Spatial dependence | Unknown heteroskedasticity | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Regionalökonomik | Regional economics | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach |
-
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
Catania, Leopoldo, (2016)
-
Wei, Hongjie, (2017)
-
Heteroskedasticity and non-normality robust LM tests for spatial dependence
Baltagi, Badi H., (2013)
- More ...
-
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei, (2013)
-
Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
Jin, Fei, (2012)
-
Jin, Fei, (2013)
- More ...