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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| Format: | Article |
| Language: | English |
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MDPI AG
2017-03-01
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| Series: | Econometrics |
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| Online Access: | http://www.mdpi.com/2225-1146/5/1/12 |