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Showing 1 to 2 of 2 for “"robust LM test"”.

  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 …

    uiuc Repository record for Essays on testing spatial models (opens in a new tab)

  2. Hypothesis testing for spatial SARAR Tobit models and high dimensional data and their applications

    Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-08-01

    uiuc Repository record for Hypothesis testing for spatial SARAR Tobit models and high dimensional data and their applications (opens in a new tab)