Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
We propose tests for homoskedasticity in spatial econometric models, based on joint or concentrated score functions and an Outer-Product-of-Martingale-Difference (OPMD) estimate of the variance of the joint or concentrated score functions. Versions of these tests robust against non-normality are als...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2179 https://ink.library.smu.edu.sg/context/soe_research/article/3179/viewcontent/Tests_Homo_BPY_June2018F_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |