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Showing 1 to 1 of 1 for “"Rao's score tests"”.

  1. Essays on testing spatial models

    "This thesis mainly develops robust Rao’s score tests (Lagrange multiplier (LM) tests) for different types of spatial models. The models studied in this thesis include a spatial dynamic panel data (SDPD) model and a nonlinear SAR (NSAR) model. The proposed test is aiming to solve model selection …

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