Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects
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Cited by:
- Zhenlin Yang, 2021. "Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity," Empirical Economics, Springer, vol. 60(1), pages 51-92, January.
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Keywords
Spatial panels; Fixed effects; Time-Varying Covariate Effects; Time-Varying Spatial Effects; Change Points;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-03-04 (Econometrics)
- NEP-GEO-2019-03-04 (Economic Geography)
- NEP-SEA-2019-03-04 (South East Asia)
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