Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference (OP...
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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/2479 https://ink.library.smu.edu.sg/context/soe_research/article/3478/viewcontent/Tests_Homo_BPY_June2018_sv.pdf |
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| Institution: | Singapore Management University |
| Language: | English |