Robust LM tests for spatial dynamic panel data models
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DOI: 10.1016/j.regsciurbeco.2018.08.001
Abstract: Abstract In this study, we introduce adjusted Rao's score test statistics (Lagrange multiplier (LM) tests) for a spatial dynamic panel data (SDPD) model that includes a contemporaneous spatial lag, a time lag and a spatial-time… read more here.
Keywords: time; test; test statistics; spatial dynamic ... See more keywords