Testing for serial correlation, spatial autocorrelation and random effects using panel data

Journal of Econometrics

Volumn 140, Issue 1, 2007, Pages 5-51

  Baltagi, Badi H ^a   Heun Song, Seuck ^b,c,d   Cheol Jung, Byoung ^d   Koh, Won ^b,c,d  

^a SYRACUSE UNIVERSITY   (United States)

^b Korea University   (South Korea)

^c University of Seoul   (South Korea)

^d Korea Institute for Defense Analyses   (South Korea)

Author keywords

Lagrange multiplier tests; Likelihood ratio tests; Panel data; Serial correlation; Spatial error correlation

Indexed keywords

CORRELATION METHODS; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; RANDOM PROCESSES; REGRESSION ANALYSIS;

LAGRANGE MULTIPLIER TESTS; LIKELIHOOD RATIO TESTS; PANEL DATA; SERIAL CORRELATION; SPATIAL ERROR CORRELATION;

DATA REDUCTION;

EID: 34547495556     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.09.001     Document Type: Article

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