Standardized LM tests for spatial error dependence in linear or panel regressions
نویسندگان
چکیده
منابع مشابه
Non-normality Robust Lm Tests for Spatial Dependence
The standard LM tests for spatial dependence in linear and panel regressions are derived under the normality and homoskedasticity assumptions of the regression disturbances. Hence, they may not be robust against non-normality or heteroskedasticity of the disturbances. Following Born and Breitung (2011), we introduce general methods to modify the standard LM tests so that they become robust agai...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2013
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2012.00385.x