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Testing for spatial lag and spatial error dependence in a fixed effects panel data model using double length artificial regressions
Badi H. Baltagi
, Long Liu
Department of Economics
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Article
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peer-review
1
Scopus citations
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Dive into the research topics of 'Testing for spatial lag and spatial error dependence in a fixed effects panel data model using double length artificial regressions'. Together they form a unique fingerprint.
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Keyphrases
Artificial Regression
100%
Fixed Effects
100%
Fixed Effects Panel Regression
100%
Lag Error
100%
Lagrange multiplier Test
100%
LM Test
100%
Monte Carlo Simulation
100%
Regression Model
100%
Regression Testing
100%
Spatial Autoregressive Errors
100%
Spatial Error Dependence
100%
Spatial Lag
100%
Spatial Lag Regression
100%
Mathematics
Conditionals
100%
Lagrange Multiplier Test
100%
Monte Carlo
100%
Regression Model
100%
Earth and Planetary Sciences
Lagrange Multiplier
100%
Panel Data
100%
Spatial effects
100%
Economics, Econometrics and Finance
Fixed Effects
100%
Monte Carlo Simulation
50%
Panel Data Model
100%