LM tests of spatial dependence based on bootstrap critical values
To test the existence of spatial dependence in an econometric model, a convenient test is the Lagrange Multiplier (LM) test. However, evidence shows that, in finite samples, the LM test referring to asymptotic critical values may suffer from the problems of size distortion and low power, which becom...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2013
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1408 https://ink.library.smu.edu.sg/context/soe_research/article/2407/viewcontent/03_2013.pdf |
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| Institution: | Singapore Management University |
| Language: | English |