Browsing Economía by Subject "Parametric instability"
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The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
(Pontificia Universidad Católica del PerúPE, 2021-05-06)This paper presents a test based on the principle of Lagrange Multipliers to identify spatial instability in the constant coefficient of regression models including substantive spatial dependence. The test has been adapted ...