LM Tests for Functional Form and Spatial Error Correlation

By Badi H. Baltagi, Dong Li. 2001

76 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/857e392c30719521c2c250ab9786340cf7301ac5

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In Economics and Econometrics

Citations in the corpus

Thirty years of spatial econometrics (2010, methodology): “Specification testing enters a stage of maturity as well, with extensions of LM tests to detect multiple sources of misspecification, including functional form (Baltagi and Li 2001b), different types of spatial error correlation (Anselin 2001a, Anselin and Moreno 2003), various model selection strat”
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (2010, background): “See, for example, van Gastel and Paelinck (1995), Baltagi and Li (2001), Pace et al. (2004), Yang et al. (2006).”
HAC estimation in a spatial framework (2007, background): “Solving (9) “partially” for yn and assuming that the roots of λ0Wn are less than unity in absolute value20 yields Eyn = (In − λ0Wn)(Xnβ0 +EYnγ0) (11)”
Semiparametric GMM estimation of spatial autoregressive models (2012, background): “A few exceptions include van Gastel and Paelinck (1995), Baltagi and Li (2001), Pace et al. (2004), and Yang et al. (2006), who have considered flexible functional forms to account for certain forms of nonlinearities.”
A Spatial Cliff-Ord-Type Model with Heteroskedastic Innovations: Small and Large Sample Results (2009, background): “q nXn) ( 8 ) where, typically, q ≤ 2. Then the evident approximation to the ideal instruments for Zn and MnZn is PnZn and PnMnZn where Pn is the projection matrix: Pn = Hn(H0 nHn)−1Hn.”
Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models (2017, methodology): “Our semiparametric treatment of nonlinearities is also relatively more flexible than pioneer nonlinear modeling approaches in spatial dependence models put forward by van Gastel & Paelinck (1995), Baltagi & Li (2001), Pace, Barry, Slawson & Sirmans (2004) and Yang, Li & Tse (2006).”
Estimation of simultaneous systems of spatially interrelated cross sectional equations (2004, methodology): “Proof of Theorem 1: Recall from (8) that ~±j;n = (e Z0j;nZj;n)¡1e Zj;nyj;n, where e Zj;n = PHZj;n and PH = Hn(HnHn)Hn.”
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (2013, unknown): “In (10) - (12) we used the notation eδ, e u and e  for the 2SLS estimator for δ0, 2SLS residuals and the initial GMM estimator for 0.”