DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

DOI10.1081/ETC-100104078zbMath1018.62049OpenAlexW2065546246MaRDI QIDQ4406234

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Publication date: 25 June 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-100104078

zbMATH Keywords

spatial dependencedouble length regressionsLagrange multplier

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05)

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Panel data models with spatially correlated error components, HAC estimation in a spatial framework, The origin of spatial interaction, Artificial regression test diagnostics for impact measures in spatial models, Adjustments of Rao's score test for distributional and local parametric misspecifications, Double-length regression tests for testing functional forms and spatial error dependence, A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts, Estimation of simultaneous systems of spatially interrelated cross sectional equations., Simple regression‐based tests for spatial dependence, Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances, On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors, Artificial regression testing in the GARCH‐in‐mean model, Testing for spatial lag and spatial error dependence using double length artificial regressions, Model selection and model averaging for matrix exponential spatial models

Cites Work

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• The influence of sample size on the degree of redundancy in spatial lag operators
• Model Specification Tests Based on Artificial Linear Regressions
• Estimation Methods for Models of Spatial Interaction