A Hausman test for spatial regression model

DOI10.1108/S0731-9053(2012)0000029023MaRDI QIDQ5133597zbMATH OpenWikidataFDO

Authors Monalisa Sen, Anil K. Bera, Yu-Hsien Kao

Publication date 10 November 2020

Published in Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/S0731-9053(2012)0000029023

zbMATH Keywords

Hausman testMonte Carlo studyspatial autoregression modelspatial error modelspecification test

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Monte Carlo methods (65C05)

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Cited in

(3)

• Testing for heteroscedasticity in general spatial models
• CHECKING ADEQUATENESS OF SPATIAL REGRESSIONS USING SET-INDEXED PARTIAL SUMS TECHNIQUE
• Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model

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