A Robust LM Test for Spatial Error Components

A Robust LM Test for Spatial Error Components

This paper presents previous termanext term modified previous termLM test of spatial error components,next term which is shown to be previous termrobustnext term against distributional misspecifications and previous termspatialnext term layouts. The proposed previous termtestnext term differs from t...

Full description

Saved in:
Bibliographic Details
Main Author: YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Distributional misspecifications
LM tests
Robustness
Spatial error components
Spatial layouts
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/187
https://ink.library.smu.edu.sg/context/soe_research/article/1186/viewcontent/YangZ_RSUE2010.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/187
https://ink.library.smu.edu.sg/context/soe_research/article/1186/viewcontent/YangZ_RSUE2010.pdf

Similar Items