Specification test for spatial autoregressive models

Specification test for spatial autoregressive models

This article considers a simple test for the correct specification of linear spatial autoregressive models, assuming that the choice of the weight matrix Wn is true. We derive the limiting distributions of the test under the null hypothesis of correct specification and a sequence of local alternativ...

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Bibliographic Details
Main Authors: SU, Liangjun, QU, Xi
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
Generalized method of moments
Nonlinearity
Spatial autoregression
Spatial dependence
Specification test
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1685
https://ink.library.smu.edu.sg/context/soe_research/article/2684/viewcontent/Specification_Test_for_Spatial_Autoregressive_Models.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1685
https://ink.library.smu.edu.sg/context/soe_research/article/2684/viewcontent/Specification_Test_for_Spatial_Autoregressive_Models.pdf

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