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

by Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won

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  1. Olivier Parent & James P. Lesage, 2010. "A Spatial Dynamic Panel Model with Random Effects Applied to Commuting Times," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics 2010-01, University of Cincinnati, Department of Economics.
  2. Salima Bouayad-Agha & Nadine Turpin & Lionel Védrine, 2010. "Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005," TEPP Working Paper, TEPP 2010-17, TEPP.
  3. Tao, Ji & Yu, Jihai, 2012. "The spatial time lag in panel data models," Economics Letters, Elsevier, vol. 117(3), pages 544-547.
  4. Baylis, Katherine R. & Paulson, Nicholas D. & Piras, Gianfranco, 2011. "Spatial Approaches to Panel Data in Agricultural Economics: A Climate Change Application," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(03), August.
  5. Harald Badinger & Peter Egger, 2009. "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series 2556, CESifo Group Munich.
  6. Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series 4847, CESifo Group Munich.
  7. Jason P. Brown & Raymond J.G.M. Florax & Kevin T. McNamara, 2008. "Evolution Of Investment Flows In U.S. Manufacturing:A Spatial Panel Approach," Working Papers 08-06, Purdue University, College of Agriculture, Department of Agricultural Economics.
  8. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers 201303, Regional Research Institute, West Virginia University.
  9. He, Ming & Lin, Kuan-Pin, 2013. "Locally adjusted LM test for spatial dependence in fixed effects panel data models," Economics Letters, Elsevier, vol. 121(1), pages 59-63.
  10. Shehata, Emad Abd Elmessih, 2011. "الآثار الإقتصادية للتجارة الخارجية بين مصر والكوميسا بإستخدام نموذج الجاذبية للتحليل المكانى
    [Economic Impact for Trade Between Egypt and COMESA By Using Gravity Model of Spatial Analysis]
    ," MPRA Paper 43395, University Library of Munich, Germany, revised Dec 2011.
  11. Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0509, Department of Economics, University of Insubria.
  12. Bussu, Anna & Detotto, Claudio & Sterzi, Valerio, 2013. "Social conformity and suicide," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 42(C), pages 67-78.
  13. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
  14. Giovanni Millo & Gaetano Carmeci, 2011. "Non-life insurance consumption in Italy: a sub-regional panel data analysis," Journal of Geographical Systems, Springer, vol. 13(3), pages 273-298, September.
  15. Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
  16. repec:asg:wpaper:1013 is not listed on IDEAS
  17. Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.
  18. Xiaodong Du & David A. Hennessy & William M. Edwards, 2007. "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," Center for Agricultural and Rural Development (CARD) Publications 07-wp454, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  19. Baltagi, Badi H. & Bresson, Georges, 2010. "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," IZA Discussion Papers 5227, Institute for the Study of Labor (IZA).
  20. Elhorst, J. Paul, 2008. "Serial and spatial error correlation," Economics Letters, Elsevier, vol. 100(3), pages 422-424, September.
  21. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, Elsevier, vol. 180(2), pages 174-197.
  22. Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
  23. Kuethe, Todd H. & Foster, Kenneth A. & Florax, Raymond J.G.M., 2008. "A Spatial Hedonic Model with Time-Varying Parameters: A New Method Using Flexible Least Squares," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6306, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  24. Weslem Faria & Alexandre Almeida, 2011. "Agricultural Expansion, Openness to Trade and Deforestation at the Brazilian Amazon: A Spatial Econometric Analysis," ERSA conference papers ersa11p1013, European Regional Science Association.
  25. Olivier Parent & James P. Lesage, 2009. "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics 2009-04, University of Cincinnati, Department of Economics.
  26. Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer, vol. 47(2), pages 269-310, October.
  27. Stefania Sitzia & Daniel Zizzo, 2011. "Does product complexity matter for competition in experimental retail markets?," Theory and Decision, Springer, vol. 70(1), pages 65-82, January.
  28. Harald Badinger & Peter Egger, 2008. "GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models," CESifo Working Paper Series 2301, CESifo Group Munich.
  29. Bai, Jushan & Li, Kunpeng, 2013. "Spatial panel data models with common shocks," MPRA Paper 52786, University Library of Munich, Germany, revised 09 Mar 2014.
  30. Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare, 2014. "Testing for heteroskedasticity and spatial correlation in a two way random effects model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 153-171.
  31. Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 178(P3), pages 569-581.
  32. Corinne Autant-Bernard, 2011. "Spatial econometrics of innovation: Recent contributions and research perspectives," Working Papers halshs-00605056, HAL.
  33. Harry H. Kelejian & Ingmar R. Prucha, 2008. "Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series 2448, CESifo Group Munich.
  34. Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
  35. Nguyen-Hoang, Phuong & Yinger, John, 2011. "The capitalization of school quality into house values: A review," Journal of Housing Economics, Elsevier, Elsevier, vol. 20(1), pages 30-48, March.
  36. Simon Wiederhold, 2012. "The Role of Public Procurement in Innovation: Theory and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute for Economic Research at the University of Munich, number 43, July.
  37. Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, Elsevier, vol. 157(1), pages 53-67, July.
  38. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
  39. Pei Li, 2008. "Metropolitan economic growth and spatial dependence: Evidence from a panel of China," Psychometrika, Springer, vol. 3(2), pages 277-295, June.
  40. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.