A Robust LM Test for Spatial Error Components

A Robust LM Test for Spatial Error Components

This paper presents a modified LM test of spatial error components, which is shown to be robust against distributional misspecifications and spatial layouts. The proposed test differs from the LM test of Anselin (2001) by a term in the denominators of the test statistics. This term disappears when e...

Saved in:

書目詳細資料
主要作者:	YANG, Zhenlin
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2009
主題:	Distributional misspecifications Robustness Spatial layouts Spatial error components LM tests Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1137 https://ink.library.smu.edu.sg/context/soe_research/article/2136/viewcontent/Yang09a.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

相似書籍

A Robust LM Test for Spatial Error Components
由: YANG, Zhenlin
出版: (2010)

Standardized LM tests for spatial error dependence in linear or panel regressions
由: BALTAGI, Badi H., et al.
出版: (2013)

Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
由: BALTAGI, Badi H., et al.
出版: (2010)

LM tests of spatial dependence based on bootstrap critical values
由: YANG, Zhenlin
出版: (2015)

Non-normality and heteroscedasticity robust LM tests of spatial dependence
由: Baltagi, Badi H., et al.
出版: (2013)

Heteroskedasticity and Non-normality Robust LM Tests of Spatial Dependence
由: BALTAGI, Badi H., et al.
出版: (2013)

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
由: YANG, Zhenlin
出版: (2018)

LM tests of spatial dependence based on bootstrap critical values
由: YANG, Zhenlin
出版: (2013)

A Simple and Robust Method of Inference for Spatial Lag Dependence
由: YANG, Zhenlin, et al.
出版: (2011)

Generalized LM Tests for Functional Form and Heteroscedasticity
由: YANG, Zhenlin, et al.
出版: (2008)

On Joint Modelling and Testing for Local and Global Spatial Externalities
由: YANG, Zhenlin
出版: (2006)

Robust estimation and inference of spatial panel data models with fixed effects
由: LIU, Shew Fan, et al.
出版: (2020)

Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
由: LIU, Shew Fan, et al.
出版: (2014)

Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model
由: LIU, Shew Fan, et al.
出版: (2015)

On Refined and Robust Inferences for Spatial Econometric Models
由: LIU, Shew Fan
出版: (2016)

Specification test for spatial autoregressive models
由: SU, Liangjun, et al.
出版: (2017)

Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
由: LIU, Shew Fan, et al.
出版: (2015)

QML estimation of dynamic panel data models with spatial errors
由: SU, Liangjun, et al.
出版: (2015)

QML Estimation of Dynamic Panel Data Models with Spatial Errors
由: SU, Liangjun, et al.
出版: (2013)

Bias correction for fixed effects spatial panel data models
由: Yang, Zhenlin, et al.
出版: (2015)

A procedural approach based on cellular automata for the generation of spatial layout designs
由: Ng, Chelsea Shan Xian, et al.
出版: (2025)

Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model
由: LIU, Shew Fan, et al.
出版: (2014)

Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
由: YANG, Zhenlin
出版: (2007)

A Transformed Random Effects Model with Applications
由: YANG, Zhenlin
出版: (2007)

Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
由: SU, Liangjun, et al.
出版: (2011)

Bias-Corrected Estimation for Spatial Autocorrelation
由: YANG, Zhenlin
出版: (2010)

Discovering Class-Specific Spatial Layouts for Scene Recognition
由: Weng, Chaoqun, et al.
出版: (2017)

Nonparametric Testing for Asymmetric Information
由: SU, Liangjun, et al.
出版: (2010)

Improved Inferences for Spatial Regression Models
由: LIU, Shew Fan, et al.
出版: (2015)

Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model
由: LIU, Shew Fan, et al.
出版: (2015)

A trimmed mean approach to finding spatial outliers
由: Hu, T., et al.
出版: (2014)

Inductive robust principal component analysis
由: Bao, B.-K., et al.
出版: (2014)

Specification tests for temporal heterogeneity in spatial panel models with fixed effects
由: XU, Yuhong, et al.
出版: (2019)

A Transformed Random Effects Model with Applications
由: YANG, Zhenlin, et al.
出版: (2009)

Specification tests for temporal heterogeneity in spatial panel data models with fixed effects
由: XU, Yuhong, et al.
出版: (2020)

On robustness of usual confidence region under transformation misspecification
由: Yang, Z.
出版: (2014)

Some issues on inference for a class of univariate frailty regression models
由: LIU ZHONG
出版: (2010)

Nonparametric Testing for Asymmetric Information
由: SU, Liangjun, et al.
出版: (2013)

Sample size, error rates and effects of prior-misspecifications in phase II clinical trials
由: LONG YU
出版: (2011)

Time-shifting based primary-ambient extraction for spatial audio reproduction
由: He, Jianjun, et al.
出版: (2016)