Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Year of publication: |
2015-03
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Authors: | Robinson, Peter ; Rossi, Francesca |
Institutions: | London School of Economics (LSE) |
Subject: | panel data | fixed effects | spatial autoregression | Edgeworth expansion | interval estimates | tests for cross-sectional independence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Econometrics, March, 2015, online, pp. 1-10. ISSN: 0304-4076 |
Classification: | C12 - Hypothesis Testing ; C21 - Cross-Sectional Models; Spatial Models ; C31 - Cross-Sectional Models; Spatial Models |
Source: |
-
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M., (2015)
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Jeleskovic, Vahidin, (2012)
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H., (2020)
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M., (2014)
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Improved tests for spatial correlation
Robinson, Peter M., (2013)
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Improved lagrange multiplier tests in spatial autoregressions
Rossi, Francesca, (2013)
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