A Robust LM Test for Spatial Error Components
This paper presents a modified LM test of spatial error components, which is shown to be robust against distributional misspecifications and spatial layouts. The proposed test differs from the LM test of Anselin (2001) by a term in the denominators of the test statistics. This term disappears when e...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1137 https://ink.library.smu.edu.sg/context/soe_research/article/2136/viewcontent/Yang09a.pdf |
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| Institution: | Singapore Management University |
| Language: | English |