regression residuals is a feature of the error generating process. Under this assumption, spatial error dependence models that … statistics. The parameter estimates from this model are found to differ significantly from those of a spatial error dependence …

shown how the spatial error-correction mechanism (SEC model) can be estimated depending on the spatial stationarity …

shown how the spatial error-correction mechanism (SEC model) can be estimated depending on the spatial stationarity …

shown how the spatial error-correction mechanism (SEC model) can be estimated depending on the spatial stationarity …

shown how the spatial error-correction mechanism (SEC model) can be estimated depending on the spatial stationarity …

of symmetry. For the spatial error model, we propose a new methodology for estimation of spatial weights under the … uncertainty surrounds de nition of spatial weights in most studies with cross-section dependence. We show that, in the spatial … error model the spatial weights matrix is only partially identi ed, and is fully identifi ed under the structural constraint …

This paper derives several Lagrange Multiplier tests for the panel data regression model with spatial error correlation …. These tests draw upon two strands of earlier work. The first is the LM tests for the spatial error correlation model … spatial error correlation as well as random region effects in the panel data regression model and to test for their joint …