Tests for Spatial Correlation of Dependent Variables in Spatial Dynamic Panel Data Models

DOI

10.2991/csece-18.2018.74How to use a DOI?

Keywords

dynamic spatial panel data; spatial correlation; lagrange multiplier tests; likelihood ratio tests

Abstract

This paper considers a spatial dynamic panel data regression model with fixed effects, spatial correlation of dependent variables and error serial among cross sectional units. When the number of individuals n , the number of time periods T are large, and T is asymptotically large relative to n, the paper derives various Lagrange multiplier tests and likelihood ratio test statistics for this panel data regression model including tests for spatial correlation of dependent variables in jointly, marginally or conditionally (one -dimensional and two –dimensional). Limiting null distributions of the tests are derived.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Rong Sun
PY  - 2018/02
DA  - 2018/02
TI  - Tests for Spatial Correlation of Dependent Variables in Spatial Dynamic Panel Data Models
BT  - Proceedings of the 2018 International Conference on Computer Science, Electronics and Communication Engineering (CSECE 2018)
PB  - Atlantis Press
SP  - 345
EP  - 348
SN  - 2352-538X
UR  - https://doi.org/10.2991/csece-18.2018.74
DO  - 10.2991/csece-18.2018.74
ID  - Sun2018/02
ER  -