Non-normality and heteroscedasticity robust LM tests of spatial dependence

Non-normality and heteroscedasticity robust LM tests of 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 (20...

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書目詳細資料
Main Authors:	Baltagi, Badi H., YANG, Zhenlin
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2013
主題:	Centering Heteroskedasticity Non-normality LM test Panel model Spatial dependence Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1505 https://ink.library.smu.edu.sg/context/soe_research/article/2504/viewcontent/WP156.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

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