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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

LM tests of spatial dependence based on bootstrap critical values

Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 33-59

Persistent link: https://www.econbiz.de/10011339908

Tests of transformation in nonlinear regression

Yang, Zhenlin; Chen, Gamai - In: Economics letters 84 (2004) 3, pp. 391-398

Persistent link: https://www.econbiz.de/10002139549

Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts

Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni; Yang, … - In: International journal of forecasting 40 (2024) 1, pp. 202-228

Persistent link: https://www.econbiz.de/10014450267

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

Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris

Baltagi, Badi H.; Bresson, Georges - 2010

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...

Persistent link: https://www.econbiz.de/10010274576