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...
Saved in:
Main Author: | YANG, Zhenlin |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2010
|
Subjects: | |
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 |
Similar Items
-
A Robust LM Test for Spatial Error Components
by: YANG, Zhenlin
Published: (2009) -
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
by: BALTAGI, Badi H., et al.
Published: (2010) -
Standardized LM tests for spatial error dependence in linear or panel regressions
by: BALTAGI, Badi H., et al.
Published: (2013) -
LM tests of spatial dependence based on bootstrap critical values
by: YANG, Zhenlin
Published: (2015) -
Non-normality and heteroscedasticity robust LM tests of spatial dependence
by: Baltagi, Badi H., et al.
Published: (2013)