Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions

Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions

The robustness of the LM tests for spatial error dependence of Burridge (1980) for the linear regression model and Anselin (1988) for the panel regression model are examined. While both tests are asymptotic ally robust against distributional misspecification, their finite sample behavior can be sens...

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Bibliographic Details
Main Authors: BALTAGI, Badi H., YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Distributional misspecification
Group interaction
LM test
Moran’s ITest
Robustness
Spatial panel models
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1896
https://ink.library.smu.edu.sg/context/soe_research/article/2896/viewcontent/Standardized_LM_Tests_for_Spatial_Error_Dependence_in_Linear_or_P.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1896
https://ink.library.smu.edu.sg/context/soe_research/article/2896/viewcontent/Standardized_LM_Tests_for_Spatial_Error_Dependence_in_Linear_or_P.pdf

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