Lagrange Multiplier Tests is a statistical hypothesis testing method in spatial econometrics that assesses the presence of spatial dependence—such as spatial autocorrelation or spatial heteroskedasticity—by evaluating the sensitivity of model parameter estimates to omitted spatial structures under the null hypothesis of no spatial effects.
353
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59.9K
Citations
501
Authors
306
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Publications per year
2017–2026
38
Parents
Publications
353
General Diagnostic Tests for Cross Section Dependence in Panels
M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 8.2K citations · Full text
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations
1–5 of 353
Authors
501
- TT
12
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11
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11
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10
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8
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1–5 of 501
Institutions
306
Monash University
Melbourne, Australia
15 h-index
31 publications
1.5K citations
University of California San Diego
San Diego, United States
7 h-index
8 publications
1.2K citations
Australian Regenerative Medicine Institute
Clayton, Australia
7 h-index
14 publications
499 citations
Universiti Sains Malaysia
George Town, Malaysia
7 h-index
7 publications
304 citations
Stockholm School of Economics
Stockholm, Sweden
6 h-index
10 publications
1K citations
National Bureau of Economic Research
Cambridge, United States
6 h-index
7 publications
441 citations
Syracuse University
Syracuse, United States
6 h-index
7 publications
2.8K citations
Aarhus University
Aarhus, Denmark
6 h-index
7 publications
438 citations
1–8 of 306
Venues
- Econometrica
17 publications · 14K citations
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- Econometric Reviews
17 publications · 1.5K citations
16
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- SSRN Electronic Journal
Repository · 16 publications · 8.7K citations
15
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- Econometric Theory
18 publications · 1.3K citations
15
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- RePEc: Research Papers in Economics
Repository · 16 publications · 1.6K citations
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