نتایج جستجو برای: spatial panel

تعداد نتایج: 444428  

Journal: :European Journal of Engineering Research and Science 2019

Journal: :Journal of Econometrics 2021

We propose an Adjusted Quasi-Score (AQS) method for constructing tests homoskedasticity in spatial econometric models. first obtain AQS function by adjusting the score-type from given model to achieve unbiasedness, and then develop Outer-Product-of-Martingale-Difference (OPMD) estimate of its variance. In standard problems where a genuine (quasi) score vector is available, AQS–OPMD leads finite...

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