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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| 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 |