Abstract：Due to the correlation between the spatial error term and the random effects, the tests for random effects in the classical panel data model cannot be directly applied to the panel data model with spatial error correlation. However, heavy computation problem will arise when constructing random effects tests by maximum likelihood estimator. In this paper, a C(α)-type test for random effects is proposed, which relies on a consistent estimator only and is much easier to compute. The Monte-Carlo simulations show that the proposed test has good finite sample properties.
张进峰 李海奇. 空间面板误差模型中随机效应的C(α)检验[J]. , 2013, (8): 91-97.
ZHANG Jinfeng LI Haiqi. C(α)Test for Random Effects in Panel Data Models with Spatial Error Correlation. , 2013, (8): 91-97.
2013, Vol. 
浙公网安备 33011802000512号