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Autor:
Joel Sango, J. M. Bosson Brou, Afeez Adebare Salisu, Mbodja Mougoué, Claude M. O. Amba, Eugene Kouassi
Publikováno v:
Computational Statistics & Data Analysis. 70:153-171
An extension of the Holly and Gardiol (2000) and Baltagi et al. (2009) papers to the two way context, with heteroskedastic and spatially correlated disturbances is considered. One then derives a joint LM test for homoskedasticity and no spatial corre