The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
The Spatial Durbin model occupies an interesting position in SpatialEconometrics. It is the reduced form of a model with cross-sectional dependencein the errors and it may be used as the nesting equation in a more general approachof model selection. Specifically, in this equation we can obtain the L...
Main Authors: | Ana M. Angulo, Jesús Mur |
---|---|
Format: | Article |
Language: | English |
Published: |
AECR
2011-01-01
|
Series: | Investigaciones Regionales - Journal of Regional Research |
Subjects: | |
Online Access: | http://www.aecr.org/images/ImatgesArticles/2012/3/04_ANGULO.pdf |
Similar Items
-
Likelihood Ratio Tests in Linear Models with Linear Inequality Restrictions on Regression Coefficients
by: Miguel Fonseca, et al.
Published: (2015-06-01) -
Empirical likelihood inference in autoregressive models with time-varying variances
by: Yu Han, et al.
Published: (2022-05-01) -
The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
by: Ana M. Angulo, et al.
Published: (2011-01-01) -
Evidence Based Medicine; Positive and Negative Likelihood Ratios of Diagnostic Tests
by: Alireza Baratloo, et al.
Published: (2015-10-01) -
The Geometry of Generalized Likelihood Ratio Test
by: Yongqiang Cheng, et al.
Published: (2022-12-01)