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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |