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Journal of Statistical Planning and Inference
Volumn 140, Issue 4, 2010, Pages 1013-1020
Testing for random effects and serial correlation in spatial autoregressive models
Author keywords

LM tests; Random effects; Serial correlation; Spatial autoregressive
Indexed keywords

EID: 71649090284     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.10.001     Document Type: Article
Times cited : (10)
References (11)
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    • (1998) Handbook of Applied Econometrics , pp. 237-290
    • Anselin, L.1    Bera, A.K.2
  • 2
    • 71649104739 scopus 로고    scopus 로고
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    • Baltagi B.H., Song S.H., and Koh W. Testing panel data regression models with spatial error correlation. Journal of Econometrics 68 (2003) 133-151
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    • Baltagi, B.H.1    Song, S.H.2    Koh, W.3
  • 3
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    • Testing for serial correlation, spatial autocorrelation and random effects using panel data
    • Baltagi B.H., Song S.H., Koh W., and Jung B.C. Testing for serial correlation, spatial autocorrelation and random effects using panel data. Journal of Econometrics 140 (2007) 5-51
    • (2007) Journal of Econometrics , vol.140 , pp. 5-51
    • Baltagi, B.H.1    Song, S.H.2    Koh, W.3    Jung, B.C.4
  • 4
    • 0009607846 scopus 로고    scopus 로고
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    • Bera A.K., and Bilias Y. Rao's score, Neyman C (α) and Silvey's LM 18 tests: an essay on historical developments and some new results. Journal of Statistical Planning and Inference 97 (2001) 9-44
    • (2001) Journal of Statistical Planning and Inference , vol.97 , pp. 9-44
    • Bera, A.K.1    Bilias, Y.2
  • 5
    • 0346347455 scopus 로고    scopus 로고
    • Tests for the error component model in the presence of local misspecification
    • Bera A.K., Sosa-Escudero W., and Yoon M.J. Tests for the error component model in the presence of local misspecification. Journal of Econometrics 101 (2001) 1-23
    • (2001) Journal of Econometrics , vol.101 , pp. 1-23
    • Bera, A.K.1    Sosa-Escudero, W.2    Yoon, M.J.3
  • 6
    • 21344482777 scopus 로고
    • Specification testing with locally misspecified alternatives
    • Bera A.K., and Yoon M.J. Specification testing with locally misspecified alternatives. Econometric Theory 9 (1993) 649-658
    • (1993) Econometric Theory , vol.9 , pp. 649-658
    • Bera, A.K.1    Yoon, M.J.2
  • 7
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    • The Lagrange multiplier test and its applications to model specification in econometrics
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  • 10
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    • Kelejian, H.H.1    Prucha, I.R.2
  • 11
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    • Estimation methods for models of spatial interaction
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    • Ord, K.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.