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Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors
Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - In: Regional science & urban economics 39 (2009) 6, pp. 670-678
Persistent link: https://www.econbiz.de/10003920809
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Asymptotic F-test in a GMM framework with cross-sectional dependence
Sun, Yixiao; Kim, Min Seong - In: The review of economics and statistics 97 (2015) 1, pp. 210-223
Persistent link: https://www.econbiz.de/10011327586
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Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin; Sun, Yixiao - In: Journal of econometrics 198 (2017) 2, pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
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Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
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Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors
Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - 2021
autocorrelation coefficient of the error term in a Cliff and Ord type model. The main finding is that a Wald-test based on GMM …
Persistent link: https://www.econbiz.de/10013318167
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Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors
Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - 2005
autocorrelation coefficient of the error term in a Cliff and Ord type model. The main finding is that a Wald-test based on GMM …
Persistent link: https://www.econbiz.de/10003202038
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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
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Specification test for spatial autoregressive models
Su, Liangjun; Qu, Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 572-584
Persistent link: https://www.econbiz.de/10011893804
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Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
Malikov, Emir; Sun, Yiguo - In: Journal of econometrics 199 (2017) 1, pp. 12-34
Persistent link: https://www.econbiz.de/10011818803