Heteroskedasticity and non-normality robust LM tests for spatial dependence
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DOI: 10.1016/j.regsciurbeco.2013.05.001
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- Badi H. Baltagi & Zhenlin Yang, 2013. "Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence," Center for Policy Research Working Papers 156, Center for Policy Research, Maxwell School, Syracuse University.
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Citations
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"A time-space dynamic panel data model with spatial moving average errors,"
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- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," IZA Discussion Papers 11587, Institute of Labor Economics (IZA).
- Badi Baltagi & Bernard Fingleton & Alain Pirotte, 2019. "A time-space dynamic panel data model with spatial moving average errors," Post-Print hal-04129306, HAL.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," MPRA Paper 86371, University Library of Munich, Germany.
- Xu, Yuhong & Yang, Zhenlin, 2020. "Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects," Regional Science and Urban Economics, Elsevier, vol. 81(C).
- Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2021.
"Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 245-270.
- Baltagi, Badi & Pirotte, Alain & Yang, Zhenlin, 2018. "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," Economics and Statistics Working Papers 12-2018, Singapore Management University, School of Economics.
- Badi H. Baltagi & Alain Pirotte & Zhenlin Yang, 2021. "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Post-Print hal-04120461, HAL.
- Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2020. "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," IZA Discussion Papers 13803, Institute of Labor Economics (IZA).
- Shew Fan Liu & Zhenlin Yang, 2015.
"Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model,"
Econometrics, MDPI, vol. 3(2), pages 1-36, May.
- Shew Fan Liu & Zhenlin Yang, 2014. "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers 15-2014, Singapore Management University, School of Economics.
- Giovanni Millo, 2024. "An Ad Hoc Procedure for Testing Serial Correlation in Spatial Fixed-Effects Panels," Mathematics, MDPI, vol. 12(10), pages 1-18, May.
- Sha Chen & Guan Li & Zhongguo Xu & Yuefei Zhuo & Cifang Wu & Yanmei Ye, 2019. "Combined Impact of Socioeconomic Forces and Policy Implications: Spatial-Temporal Dynamics of the Ecosystem Services Value in Yangtze River Delta, China," Sustainability, MDPI, vol. 11(9), pages 1-22, May.
- Badi H. Baltagi & Long Liu, 2015. "Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Center for Policy Research Working Papers 183, Center for Policy Research, Maxwell School, Syracuse University.
- Jin, Fei & Lee, Lung-fei, 2018. "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 35-57.
- Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014.
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Economics Letters, Elsevier, vol. 124(2), pages 203-206.
- Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013. "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Ji Uk Kim, 2020. "Technology diffusion, absorptive capacity, and income convergence for Asian developing countries: a dynamic spatial panel approach," Empirical Economics, Springer, vol. 59(2), pages 569-598, August.
- Shixiang Li & Jianru Shi & Qiaosheng Wu, 2020. "Environmental Kuznets Curve: Empirical Relationship between Energy Consumption and Economic Growth in Upper-Middle-Income Regions of China," IJERPH, MDPI, vol. 17(19), pages 1-27, September.
- Liu, Shew Fan & Yang, Zhenlin, 2015. "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 55-67.
- Ming He & Kuan-Pin Lin, 2015. "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," Econometrics, MDPI, vol. 3(4), pages 1-36, November.
- Liu, Shew Fan & Yang, Zhenlin, 2015.
"Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality,"
Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
- Shew Fan Liu & Zhenlin Yang, 2014. "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers 14-2014, Singapore Management University, School of Economics.
- Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-31, March.
- Deng, Mingyu & Wang, Mingxi, 2022. "Artificial regression test diagnostics for impact measures in spatial models," Economics Letters, Elsevier, vol. 217(C).
- Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
- Debarsy, Nicolas & Yang, Zhenlin, 2018. "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 1-5.
- He, Ming & Lin, Kuan-Pin, 2015. "Testing spatial effects and random effects in a nested panel data model," Economics Letters, Elsevier, vol. 135(C), pages 85-91.
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More about this item
Keywords
Centering; Heteroskedasticity; Non-normality; LM test; Panel model; Spatial dependence;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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