Improved Lagrange multiplier tests for spatial autoregressions
For testing lack of correlation against spatial autoregressive alternatives, Lagrange multiplier tests enjoy their usual computational advantages, but the (X2) first-order asymptotic approximation to critical values can be poor in small samples. We develop refined tests for lack of spatial error cor...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2014-02.
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| Subjects: | |
| Online Access: | Get fulltext |