Robust LM tests for spatial dynamic panel data models

Keyphrases

• Lagrange multiplier Test 100%
• Spatial Dynamic Panel Data Model 100%
• Test Statistic 80%
• Score Function 60%
• Spatial Lag 40%
• Asymptotic Bias 40%
• Maximum Likelihood Estimator 20%
• Monte Carlo Study 20%
• Log-likelihood Ratio 20%
• Lag Time 20%
• Size-dependent Properties 20%
• Public Capital 20%
• Contiguous US 20%
• Parameter Misspecification 20%
• Limiting Distribution 20%
• Finite Sample Size 20%
• Capital Productivity 20%
• US States 20%
• Score Test Statistic 20%
• Rao's Score Test 20%
• Power Properties 20%
• Individual Fixed Effects 20%
• Time Fixed Effect 20%

Mathematics

• Test Statistic 100%
• Lagrange Multiplier Test 100%
• Dynamic Panel Data Model 100%
• score function ψ 60%
• Asymptotic Bias 40%
• Parametric 20%
• Maximum Likelihood Estimator 20%
• Misspecification 20%
• Fixed Time 20%
• Score Test 20%
• Monte Carlo Study 20%
• Log Likelihood Function 20%
• Limiting Distribution 20%

Economics, Econometrics and Finance

• Panel Data Model 100%
• Spatial Dynamic Panel Data 100%
• Infrastructure 25%
• Scientific Modelling 25%
• Fixed Effects 25%
• Capital Productivity 25%