Testing for a Structural Break in a Spatial Panel Model

Testing for a Structural Break in a Spatial Panel Model

We consider the problem of testing for a structural break in the spatial lag parameter in a panel model (spatial autoregressive). We propose a likelihood ratio test of the null hypothesis of no break against the alternative hypothesis of a single break. The limiting distribution of the test is deriv...

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Bibliographic Details
Main Author: Aparna Sengupta
Format: Article
Language:English
Published: MDPI AG 2017-03-01
Series:Econometrics
Subjects:
panel model
structural change
spatial econometrics
spatio-temporal
U.S. state budget
Online Access:http://www.mdpi.com/2225-1146/5/1/12

Internet

http://www.mdpi.com/2225-1146/5/1/12

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