A wald Test for Spatial Nonstationarity
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- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2014.
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More about this item
KeywordsSpatial nonstationarity; spurious regression; Wald tests; Lagrange multiplier tests.;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General
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