Testing for spatial autocorrelation in a fixed effects panel data model

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Spatial Correlation Testing for Errors in Panel Data Regression Model

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...

متن کامل

Testing for Spatial Autocorrelation in Areal Data

Consider a linear model for a spatial system of n areal units, (1) , ~ (0,) Y X u u N V    where both  and V are unknown. The simplest procedure for specifying the covariance matrix, V , is to start by assuming that (2) 2 n V I   , so that  can be estimated by OLS. Given this estimate, one can then test to see whether there is sufficient spatial autocorrelation in the residuals to warran...

متن کامل

Testing for Serial Correlation in Fixed-Effects Panel Data Models

In this paper, we propose three new tests for serial correlation in the disturbances of fixed-effects panel data models. First, a modified Bhargava, Franzini and Narendranathan (1982) panel Durbin-Watson statistic that does not need to be tabulated as it follows a standard normal distribution. Second, a modified Baltagi and Li (1991) LM statistic with limit distribution independent of T , and, ...

متن کامل

On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model

Building upon the work of Chen et al. (2010), this paper proposes a test for sphericity of the variance-covariance matrix in a fixed effects panel data regression model without the normality assumption on the disturbances.

متن کامل

A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data

This paper introduces a dynamic panel data model in which the intercepts and the coefficients on the lagged endogenous variables are specific to the cross section units, while the coefficients on the exogenous variables are assumed to be normally distributed across the cross section. Thus the model includes mixture of fixed coefficients and random coefficients, which I call the “MFR” model. The...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Regional Science and Urban Economics

سال: 2010

ISSN: 0166-0462

DOI: 10.1016/j.regsciurbeco.2010.06.001