Testing for spatial autocorrelation in a fixed effects panel data model

INIS

• panels 100%
• data 100%
• correlations 100%
• testing 100%
• applications 50%
• modeling 50%
• errors 50%
• performance 50%
• specifications 50%
• statistics 50%
• monte carlo method 50%

Keyphrases

• Fixed Effects Panel Regression 100%
• Spatial Autocorrelation 100%
• Spatial Specification 50%
• Modeling Perspectives 50%
• Monte Carlo Experiment 50%
• Test Statistic 50%
• Spatial Lag 50%
• Finite Sample Performance 50%
• Feldstein-Horioka Puzzle 50%
• Autocorrelated Errors 50%
• LM Test 50%

Economics, Econometrics and Finance

• Fixed Effects 100%
• Panel Data Model 100%
• Capital Mobility 50%