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

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

We propose adjusted quasi score (AQS) 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 mod...

Full description

Saved in:
Bibliographic Details
Main Authors: XU, Yuhong, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Change points
Fixed effects
Spatial panels
Time-varying covariate effects
Time-varying spatial effects
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2361
https://ink.library.smu.edu.sg/context/soe_research/article/3360/viewcontent/Spec_SV.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2361
https://ink.library.smu.edu.sg/context/soe_research/article/3360/viewcontent/Spec_SV.pdf

Similar Items