Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris

Journal of Urban Economics

Volumn 69, Issue 1, 2011, Pages 24-42

  Baltagi, Badi H ^a   Bresson, Georges ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITÉ PANTHÉON ASSAS   (France)

Author keywords

Hedonic housing prices; Lagrange multiplier tests; Maximum likelihood; Panel spatial dependence; Spatial error; Spatial lag; SUR

Indexed keywords

EID: 78349313434     PISSN: 00941190     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jue.2010.08.007     Document Type: Article

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