SPATIAL CORRELATION TESTING FOR ERRORS IN PANEL DATA REGRESSION MODEL

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

SASANI S.; MOHAMMADZADEH M.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: MATHEMATICAL RESEARCHES Year:2017 | Volume:2 | Issue:2 Page(s): 13-22

Download Full-Text

Persian Verion

View:

1,330

Download:

Cites:

Information Journal Paper

Title

SPATIAL CORRELATION TESTING FOR ERRORS IN PANEL DATA REGRESSION MODEL

Author(s)

SASANI S. | MOHAMMADZADEH M. | Issue Writer Certificate

Keywords

LAGRANGE MULTIPLIER TESTQ2

PANEL REGRESSION MODELQ2

SPATIAL PANEL DATAQ2

Abstract

To investigate the spatial error correlation in PANEL REGRESSION MODELs, various statistical hypothesizes and testings have been proposed. This paper, within introduction to SPATIAL PANEL DATA regression model, existence of spatial error correlation and random effects is investigated by a joint LAGRANGE MULTIPLIER TEST, which simultaneously tests their existence. For this purpose, joint LAGRANGE MULTIPLIER TEST statistic and its asymptotic distribution is introduced. A simulation study is performed for considering the size and power of the test this test for joint hypothesizes. Then the application of this test is shown with investigating spatial errors correlation and random effects in data of agricultural product exports of ECO member states. Finally, discussion and conclusion are given.

Cites

No record.

References

No record.

Cite

APA: Copy

SASANI, S., & MOHAMMADZADEH, M.. (2017). SPATIAL CORRELATION TESTING FOR ERRORS IN PANEL DATA REGRESSION MODEL. MATHEMATICAL RESEARCHES, 2(2), 13-22. SID. https://sid.ir/paper/260809/en

Vancouver: Copy

SASANI S., MOHAMMADZADEH M.. SPATIAL CORRELATION TESTING FOR ERRORS IN PANEL DATA REGRESSION MODEL. MATHEMATICAL RESEARCHES[Internet]. 2017;2(2):13-22. Available from: https://sid.ir/paper/260809/en

IEEE: Copy

S. SASANI, and M. MOHAMMADZADEH, “SPATIAL CORRELATION TESTING FOR ERRORS IN PANEL DATA REGRESSION MODEL,” MATHEMATICAL RESEARCHES, vol. 2, no. 2, pp. 13–22, 2017, [Online]. Available: https://sid.ir/paper/260809/en

Related Journal Papers