Standardized LM tests for spatial error dependence in linear or panel regressions

Econometrics Journal

Volumn 16, Issue 1, 2013, Pages 103-134

  Baltagi, Badi H ^a   Yang, Zhenlin ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Bootstrap; Distributional mis specification; Group interaction; LM test; Moran's I test; Robustness; Spatial layout; Spatial panel models

Indexed keywords

EID: 84873725580     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2012.00385.x     Document Type: Article

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