Testing Homoskedasticity in Spatial Panel Data Models

Keyphrases

• Test Statistic 100%
• Spatial Panel Data Model 100%
• Homoskedasticity 100%
• Score Function 75%
• Asymptotic Distribution 50%
• Robustness Testing 50%
• Martingale Difference 50%
• Outer Product 50%
• Monte Carlo Simulation 25%
• Spatial Dependence 25%
• Difference Method 25%
• Perturbation Term 25%
• Correction Strategy 25%
• Size-dependent Properties 25%
• Difference-in-differences Estimation 25%
• Finite Sample Size 25%
• Quasi-maximum Likelihood Estimation 25%
• Asymptotic Variance 25%
• Adjusted Score 25%
• Size Correction 25%
• Local Presence 25%
• Local Hypothesis 25%
• Power Properties 25%
• Time Fixed Effect 25%
• Nuisance Parameter 25%

Mathematics

• Test Statistic 100%
• score function ψ 50%
• Robust Test 33%
• Asymptotic Distribution 33%
• Outer Product 33%
• Monte Carlo 16%
• Null 16%
• Fixed Time 16%
• Outcome Variable 16%
• Asymptotic Variance 16%
• Nuisance Parameter 16%
• Local Alternative Hypothesis 16%
• Difference Estimator 16%
• Maximum Likelihood 16%