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  • Search: subject:"Autoregressive smooth transition"
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Subject
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Autoregressive smooth transition 2 Nonlinearity 2 Spatial econometrics 2 Autocorrelation 1 Autokorrelation 1 Econometrics 1 Estimation 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nichtlineare Regression 1 Nonlinear regression 1 Regional economics 1 Regionalökonomik 1 Räumliche Interaktion 1 Schätzung 1 Spatial interaction 1 Theorie 1 Theory 1 Ökonometrie 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Lambert, Dayton M. 2 Pede, Valerien O. 2 Florax, Raymond J. G. M. 1 Florax, Raymond J.G.M. 1
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Regional Science and Urban Economics 1 Regional science & urban economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application
Pede, Valerien O.; Florax, Raymond J.G.M.; Lambert, … - In: Regional Science and Urban Economics 49 (2014) C, pp. 118-128
This paper investigates nonlinearity in parametric spatial process models that incorporate regime-switching by means of a smooth transition autoregressive process. We derive a Lagrange Multiplier (LM) test for nonlinearity as well as several joint LM tests for nonlinearity and the traditional...
Persistent link: https://www.econbiz.de/10011117432
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Cover Image
Spatial econometric STAR models : lagrange multiplier tests, Monte Carlo simulations and an empirical application
Pede, Valerien O.; Florax, Raymond J. G. M.; Lambert, … - In: Regional science & urban economics 49 (2014), pp. 118-128
Persistent link: https://www.econbiz.de/10011291089
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