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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

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

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

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

Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption

Baltagi, Badi H.; Bresson, Georges; Griffin, James M.; … - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 795-811

Persistent link: https://www.econbiz.de/10001798190

Fixed effects, random effects or Hausman-Taylor? : A pretest estimator

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 79 (2003) 3, pp. 361-369

Persistent link: https://www.econbiz.de/10001755288

Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 76 (2002) 3, pp. 375-382

Persistent link: https://www.econbiz.de/10001692022

Adaptive estimation of heteroskedastic error component models

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10002655589

Tobin q: forecast performance for hierachical bayes, shrinkage, heterogeneous and homogeneous panel data estimators

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 29 (2004) 1, pp. 107-113

Persistent link: https://www.econbiz.de/10001863314

A comparative study of pure and pretest estimators for a possibly misspecified two-way error component model

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Maximum likelihood estimation of misspecified models : …, (pp. 1-27). 2003

Persistent link: https://www.econbiz.de/10001916245