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Two-way空间自回归随机效应面板数据模型的检验

Testing of Two-way Spatial Autoregressive Random Effects Panel Data Models
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摘要 本文研究了一类Two-way空间误差自回归随机效应面板数据模型,利用拉格朗日乘数法和似然比检验法讨论了空间效应、个体效应和时间效应的联合检验问题. This paper presents two-way spatial autoregressive random effects panel data models.Lagrange multiplier test and likelihood ratio test methods were applied to test the exists of spatial effects,individual effects and time effects.
作者 胡洪胜
机构地区 中央民族大学理学院
出处 《中央民族大学学报（自然科学版）》 2012年第1期84-87,共4页 Journal of Minzu University of China(Natural Sciences Edition)
基金 国家社科基金"空间计量经济学:理论与应用(No.07CTJ003)"的阶段性成果
关键词 空间面板数据 拉格朗日乘数检验 似然比检验 spatial panel data model Lagrange multiplier test likelihood ratio test
分类号 O212.1 [理学—概率论与数理统计]
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参考文献9

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二级参考文献14

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共引文献70

中央民族大学学报（自然科学版）
2012年 第1期

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