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Heteroskedasticity and non-normality robust LM tests for spatial dependence
Baltagi, Badi H.; Yang, Zhenlin - In: Regional science & urban economics 43 (2013) 5, pp. 725-739
Persistent link: https://www.econbiz.de/10010237483
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020
We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...
Persistent link: https://www.econbiz.de/10012305035
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Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models
Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2021
We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...
Persistent link: https://www.econbiz.de/10013315158
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - In: Journal of econometrics 224 (2021) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
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Estimating firm-level production functions with spatial dependence in output, input, and productivity
Chang, Pao-Li; Makioka, Ryo; Ng, Bo Lin; Yang, Zhenlin - 2023
Persistent link: https://www.econbiz.de/10014425907
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Estimating firm-level production functions with spatial dependence
Chang, Pao-Li; Makioka, Ryo; Ng, Bo Lin; Yang, Zhenlin - 2024
Persistent link: https://www.econbiz.de/10015190607
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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun; Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
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Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin - In: Journal of econometrics 205 (2018) 2, pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
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Specification tests for temporal heterogeneity in spatial panel data models with fixed effects
Xu, Yuhong; Yang, Zhenlin - In: Regional science & urban economics 81 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012427090
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Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
Li, Liyao; Yang, Zhenlin - In: Regional science & urban economics 81 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012427840