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

Keyphrases

• Serial Correlation 100%
• Spatial Autocorrelation 100%
• Random Effects 100%
• LM Test 100%
• Spatial Error Correlation 50%
• Panel Data Regression Model 50%
• Spatial Units 50%
• Spatial Dependence 33%
• Econometrics 33%
• Lagrange multiplier Test 16%
• AR(1) 16%
• Linear Regression Model 16%
• Time Dependence 16%
• Monte Carlo Experiment 16%
• Error Components 16%
• Small Sample Performance 16%
• Error Components Model 16%
• Economic Statistics 16%
• Timing Error 16%
• Panel Data Model 16%
• Spatial Panel Data 16%
• Joint Test 16%
• Correlation Model 16%
• Spatial Econometrics 16%
• Data Context 16%
• LR Test 16%
• Applied Economics 16%

Mathematics

• Serial Correlation 100%
• Random Effect 100%
• Spatial Autocorrelation 100%
• Regression Model 60%
• Marginals 40%
• Lagrange Multiplier Test 20%
• Statistics 20%
• Monte Carlo 20%
• Conditionals 20%
• Smaller Sample 20%
• Correlation Model 20%
• Linear Regression Model 20%

Economics, Econometrics and Finance

• Applied Economics 20%