DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

DOI10.1081/ETC-100104078MaRDI QIDQ4406234zbMATH OpenOpenAlexFDO

Authors

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

double length regressionsLagrange multplierspatial dependence

Mathematics Subject Classification ID

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

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Cites work

• Estimation Methods for Models of Spatial Interaction
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Model Specification Tests Based on Artificial Linear Regressions
• The influence of sample size on the degree of redundancy in spatial lag operators

Cited in

(14)

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

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