Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
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Cited by:
- Deng, Mingyu & Wang, Mingxi, 2022. "Artificial regression test diagnostics for impact measures in spatial models," Economics Letters, Elsevier, vol. 217(C).
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More about this item
Keywords
Double Length Regresson; Spatial Lag Dependence; Spatial Error Dependence; Artificial Regressions; Panel Data; Fixed Effects;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-10-25 (Econometrics)
- NEP-ETS-2015-10-25 (Econometric Time Series)
- NEP-GEO-2015-10-25 (Economic Geography)
- NEP-ORE-2015-10-25 (Operations Research)
- NEP-URE-2015-10-25 (Urban and Real Estate Economics)
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