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Testing Panel Data Regression Models with Spatial Error Correlation
Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - International Conferences on Panel Data - 2002
This paper derives several Lagrange Multiplier tests for the panel data regression model with spatial error correlation … component panel data model discussed in Breusch and Pagan (1980) and Baltagi, Chang and Li (1992). The idea is to allow for both … spatial error correlation as well as random region effects in the panel data regression model and to test for their joint …
Persistent link: https://www.econbiz.de/10005086453
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Asymptotics for random effects models with serial correlation
Skoglund, Jimmy; Karlsson, Sune - International Conferences on Panel Data - 2002
This paper considers the large sample behavior of the maximum likelihood estimator of random effects models. Consistent estimation and asymptotic normality as N and/or T grows large is established for a comprehensive specification which allows for serial correlation in the form of AR(1) for the...
Persistent link: https://www.econbiz.de/10005086458
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The Effect of New Technology in Payment Services on Banks' Intermediation
Lindquist, Kjersti-Gro - International Conferences on Panel Data - 2002
-output framework using Norwegian bank level panel data. The dual approach with four variable inputs is applied, and the general model …
Persistent link: https://www.econbiz.de/10005086456