Search Results - subject:"Robust LM test"

Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables

He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796

We propose a random effects panel data model with both spatially correlated error components and spatially lagged dependent variables. We focus on diagnostic testing procedures and derive Lagrange multiplier (LM) test statistics for a variety of hypotheses within this model. We first construct...

Persistent link: https://www.econbiz.de/10011411712

A new test for non-linear hypotheses under distributional and local parametric misspecification

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 5, pp. 669-685

Persistent link: https://www.econbiz.de/10014506833

A Bayesian robust chi-squared test for testing simple hypotheses

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Journal of econometrics 222 (2021) 2, pp. 933-958

Persistent link: https://www.econbiz.de/10012619808

Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables

He, Ming; Lin, Kuan-Pin - In: Econometrics 3 (2015) 4, pp. 761-796

Persistent link: https://www.econbiz.de/10011755310

Testing spatial dependence in spatial models with endogenous weights matrices

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Journal of econometric methods 8 (2019) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012022977

Simple tests for endogeneity of spatial weights matrices

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Regional science & urban economics 69 (2018), pp. 130-142

Persistent link: https://www.econbiz.de/10012108149

Simple tests for social interaction models with network structures

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 212-246

Persistent link: https://www.econbiz.de/10011870743

Locally adjusted LM test for spatial dependence in fixed effects panel data models

He, Ming; Lin, Kuan-pin - In: Economics letters 121 (2013) 1, pp. 59-63

Persistent link: https://www.econbiz.de/10010187088

Locally adjusted LM test for spatial dependence in fixed effects panel data models

He, Ming; Lin, Kuan-Pin - In: Economics Letters 121 (2013) 1, pp. 59-63

Lee and Yu (2010) propose spatial panel data models with one-way and two-way fixed effects. Debarsy and Ertur (2010) construct LM (Lagrange multiplier) and LR (likelihood ratio) tests in the one-way fixed effects model. He and Lin (2012) derive LM tests in the two-way fixed effects model. To...

Persistent link: https://www.econbiz.de/10010702781