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Tests for random time effects and spatial error correlation in panel regression models

Title
Tests for random time effects and spatial error correlation in panel regression models
Authors
Jang M.J.Shin D.W.
Ewha Authors
신동완
SCOPUS Author ID
신동완scopus
Issue Date
2014
Journal Title
Statistics
ISSN
0233-1888JCR Link
Citation
Statistics vol. 48, no. 1, pp. 101 - 120
Indexed
SCI; SCIE; SCOPUS WOS scopus
Document Type
Article
Abstract
factor model; Lagrange multiplier tests; likelihood ratio tests; random temporal component; spatial correlation; spatial panel data
DOI
10.1080/02331888.2012.748767
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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