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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2010
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| Subjects: | |
| 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 |