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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| 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 |