Standardized LM tests for spatial error dependence in linear or panel regressions
The robustness of the Lagrange Multiplier (LM) tests for spatial error dependence of Burridge (1980) and Born and Breitung (2011) for the linear regression model, and Anselin (1988) and Debarsy and Etur (2010) for the panel regression model with random or fixed effects are examined. While all tests...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2013
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2255 https://ink.library.smu.edu.sg/context/soe_research/article/3254/viewcontent/Baltagi_et_al_2013_The_Econometrics_Journal.pdf |
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| Institution: | Singapore Management University |
| Language: | English |