This paper examines the consequences of model misspecification using a panel data model with spatially autocorrelated …

A panel data regression model with heteroskedastic as well as spatially correlated disturbance is considered, and a …

This paper prooses a generalized panel data model with random effects and first-order spatially autocorrelated …

dependence and random individual effects in a panel data regression model. It turns out that this LM statistic is the sum of two …

This note considers a panel data regression model with spatial autoregressive disturbances and random effects where the … model as a simple OLS. For the special case of a spatial panel model with no random effects, we obtain two sufficient … components specification or the Kapoor et al. (2005) alternative to modeling panel data with spatially correlated error …

This paper focuses on inference based on the usual panel data estimators of a one-way error component regression model … usual panel data estimators ignore this dependence. Two popular forms of spatial autocorrelation are considered, namely … spatial coefficients are large, test of hypothesis based on the usual panel data estimators that ignore spatial dependence can …

This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with … possibly non-stationary. Asymptotic distributions are derived for the standard panel data estimators including ordinary least …

This note analyzes the asymptotic distribution for instrumental variables regression for panel data when the available … instruments are weak. We show that consistency can be established in panel data. …

This paper processes copula-based tests for testing cross-sectional independence of panel models. …