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Standardized LM tests for spatial error dependence in linear or panel regression

Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10009722509

A general method for third-order bias and variance corrections on a nonlinear estimator

Yang, Zhenlin - In: Journal of econometrics 186 (2015) 1, pp. 178-200

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Improved inferences for spatial regression models

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67

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Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model

Liu, Shew Fan; Yang, Zhenlin - In: Econometrics : open access journal 3 (2015) 2, pp. 376-411

In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....

Persistent link: https://www.econbiz.de/10011297624