Proceedings of the 2018 International Conference on Computer Science, Electronics and Communication Engineering (CSECE 2018)

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

Authors
Rong Sun
Corresponding Author
Rong Sun
Available Online February 2018.
DOI
https://doi.org/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.
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Proceedings
2018 International Conference on Computer Science, Electronics and Communication Engineering (CSECE 2018)
Part of series
Advances in Computer Science Research
Publication Date
February 2018
ISBN
978-94-6252-487-3
ISSN
2352-538X
DOI
https://doi.org/10.2991/csece-18.2018.74How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

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  - 2018 International Conference on Computer Science, Electronics and Communication Engineering (CSECE 2018)
PB  - Atlantis Press
SN  - 2352-538X
UR  - https://doi.org/10.2991/csece-18.2018.74
DO  - https://doi.org/10.2991/csece-18.2018.74
ID  - Sun2018/02
ER  -