Generalized Method of Moment Estimation Method Lagrange Multiplier Test for Simultaneous Spatial of Dynamic Panel Data

DOI

10.2991/assehr.k.210508.108How to use a DOI?

Keywords

GMM, LM Test, Simultaneous, Spatial

Abstract

In recent developments, the panel data spatial model has penetrated into simultaneous models that do not only move in single models, where the development of this model also indirectly makes the parameter estimation method move in a more complex direction in terms of mathematical proof, also in terms of proof empirically. This paper presents a Generalized Method of Moment (GMM) Lagrange Multiplier (LM) Test for simultaneous spatial modelling for dynamic panel. This is a spatial dependencies test for spatial models.

Copyright

© 2021, 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  - Dwi Endah Kusrini
AU  - Brodjol. S.S. Ulama
AU  - Mutiah Salamah Chamid
PY  - 2021
DA  - 2021/05/11
TI  - Generalized Method of Moment Estimation Method Lagrange Multiplier Test for Simultaneous Spatial of Dynamic Panel Data
BT  - Proceedings of the 1st International Conference on Mathematics and Mathematics Education (ICMMEd 2020)
PB  - Atlantis Press
SP  - 480
EP  - 487
SN  - 2352-5398
UR  - https://doi.org/10.2991/assehr.k.210508.108
DO  - 10.2991/assehr.k.210508.108
ID  - Kusrini2021
ER  -