Specification tests for temporal heterogeneity in spatial panel models with fixed effects

Specification tests for temporal heterogeneity in spatial panel models with fixed effects

We propose score type tests for testing the existence of temporal heterogeneity in slope and spatial parameters in spatial panel data (SPD) models, allowing for the presence of individual-specific and/or time-specific fixed effects (or in general intercept heterogeneity). The SPD model with spatial...

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Bibliographic Details
Main Authors: XU, Yuhong, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2019
Subjects:
Spatial panels
Fixed effects
Time-Varying Covariate Effects
Time-Varying Spatial Effects
Change Points
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2242
https://ink.library.smu.edu.sg/context/soe_research/article/3241/viewcontent/SpecTests_HGSPD2019_01_.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2242
https://ink.library.smu.edu.sg/context/soe_research/article/3241/viewcontent/SpecTests_HGSPD2019_01_.pdf

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