Search Results - subject:"spatial error correlation"

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

spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …

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

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

spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …

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

Alternative GMM estimators for spatial regression models

Breitung, Jörg; Wigger, Christoph - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 148-170

Persistent link: https://www.econbiz.de/10011870482

Estimation of panel model with spatial autoregressive error and common factors

Qian, J. B. - In: Computational economics 47 (2016) 3, pp. 366-399

Persistent link: https://www.econbiz.de/10011712378

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Walter; Hanck, Christoph - 2006

We investigate the OLS-based estimator s2 of the disturbance variance in the standard linear regression model with cross section data when the disturbances are homoskedastic, but spatially correlated. For the most popular model of spatially autoregressive disturbances, we show that s2 can be...

Persistent link: https://www.econbiz.de/10010296757

Random effects and Spatial Autocorrelations with Equal Weights

Baltagi, Badi H. - Center for Policy Research, Maxwell School - 2006

This note considers a panel data regression model with spatial autoregressive disturbances and random effects where the weight matrix is normalized and has equal elements. This is motivated by Kelejian et al. (2005), who argue that such a weighting matrix, having blocks of equal elements, might...

Persistent link: https://www.econbiz.de/10005698401

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Walter; Hanck, Christoph - Institut für Wirtschafts- und Sozialstatistik, … - 2006

Persistent link: https://www.econbiz.de/10009216920

Testing Panel Data Regression Models with Spatial Error Correlation

Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - International Conferences on Panel Data - 2002

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 …

Persistent link: https://www.econbiz.de/10005086453

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Prof. Dr. Walter; Hanck, Dr. Christoph - Institut für Wirtschafts- und Sozialstatistik, …

Persistent link: https://www.econbiz.de/10005549263