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Testing for Random Effects and Spatial Lag Dependence in Panel Data Models

Baltagi, Badi H.; Liu, Long - 2011

This paper derives a joint Lagrange Multiplier (LM) test which simultaneously tests for the absence of spatial lag dependence and random individual effects in a panel data regression model. It turns out that this LM statistic is the sum of two standard LM statistics. The first one tests for the...

Persistent link: https://www.econbiz.de/10014183452

Spatial lag test with equal weights

Baltagi, Badi H.; Liu, Long - In: Economics letters 104 (2009) 2, pp. 81-82

Persistent link: https://www.econbiz.de/10003870169

Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model

Baltagi, Badi H.; Liu, Long - In: Econometric reviews 35 (2016) 1/4, pp. 638-658

Persistent link: https://www.econbiz.de/10011550080

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762

Persistent link: https://www.econbiz.de/10012295578

Hausman's specification test for panel data : practical tips

Baltagi, Badi H. - In: Essays in honor of Subal Kumbhakar, (pp. 13-24). 2024

Persistent link: https://www.econbiz.de/10014559087

A consistent test for the parametric distribution of regression disturbances

Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000

Persistent link: https://www.econbiz.de/10001548454

LM tests for functional form and spatial error correlation

Baltagi, Badi H.; Li, Dong - In: International regional science review 24 (2001) 2, pp. 194-225

Persistent link: https://www.econbiz.de/10001601855

Double length artificial regressions for testing spatial dependence

Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10001582447

LM tests for the unbalanced nested panel data regression model with serially correlated errors

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Annales d'économie et de statistique (2002), pp. 219-268

Persistent link: https://www.econbiz.de/10001673363

Testing panel data regression models woth spatial error correlation

Baltagi, Badi H.; Song, Seuck-heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10001787606

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