Heteroskedasticity and non-normality robust LM tests for spatial dependence

Regional Science and Urban Economics

Volumn 43, Issue 5, 2013, Pages 725-739

  Baltagi, Badi H ^a   Yang, Zhenlin ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Centering; Heteroskedasticity; LM test; Non normality; Panel model; Spatial dependence

Indexed keywords

ECONOMETRICS; MONTE CARLO ANALYSIS; NUMERICAL MODEL; PANEL DATA; REGRESSION ANALYSIS; SPATIAL DATA; TESTING METHOD;

EID: 84879575633     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2013.05.001     Document Type: Article

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