Testing panel data regression models with spatial error correlation
نویسندگان
چکیده
منابع مشابه
Testing Panel Data Regression Models with Spatial Error Correlation*
This paper derives several Lagrange Multiplier tests for the panel data regression model wih spatial error correlation. These tests draw upon two strands of earlier work. The Þrst is the LM tests for the spatial error correlation model discussed in Anselin (1988, 1999) and Anselin, Bera, Florax and Yoon (1996), and the second is the LM tests for the error component panel data model discussed in...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2003
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(03)00120-9