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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

Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence

Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004

Persistent link: https://www.econbiz.de/10002581366

Nonlinearity and spatial lag dependence : tests based on double-length regressions

Li, Dong; Le, Canh Quang - In: Journal of time series econometrics 2 (2010) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009623326

Double-Length Regression tests for testing functional forms and spatial error dependence

Le, Canh Quang; Li, Dong - In: Economics letters 101 (2008) 3, pp. 253-257

Persistent link: https://www.econbiz.de/10003801388

Strict stationarity testing and GLAD estimation of double autoregressive models

Shaojun, Guo; Li, Dong; Li, Muyi - In: Journal of econometrics 211 (2019) 2, pp. 319-337

Persistent link: https://www.econbiz.de/10012303800

Non-standard inference for augmented double autoregressive models with null volatility coefficients

Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 215 (2020) 1, pp. 165-183

Persistent link: https://www.econbiz.de/10012439437

Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model

Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 224 (2021) 2, pp. 306-329

Persistent link: https://www.econbiz.de/10013275393

TESTING FOR LINEAR AND LOG-LINEAR MODELS AGAINST BOX-COX ALTERNATIVES WITH SPATIAL LAG DEPENDENCE

Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004

Baltagi and Li (2001) derived Lagrangian multiplier tests to jointly test for functional form and spatial error correlation. This companion paper derives Lagrangian multiplier tests to jointly test for functional form and spatial lag dependence. In particular, this paper tests for linear or...

Persistent link: https://www.econbiz.de/10015388184

Testing error distribution by kernelized Stein discrepancy in multivariate time series models

Luo, Donghang; Zhu, Ke; Gong, Huan; Li, Dong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 111-125

Persistent link: https://www.econbiz.de/10013540650