On the Lagrange multiplier test for spatial correlation in econometric models

DOI10.1007/BF02365057zbMATH Open0927.62013MaRDI QIDQ1291189FDOQ1291189

Authors: István Fazekas, Jørgen Lauridsen 

Publication date: 22 November 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• A test for spatial autocorrelation in seemingly unrelated regressions
• Misspecification tests and their uses in econometrics
• On the Lagrange multiplier test for spatial correlation in econometric models
• Asymptotic normality of some Hermitian forms with complex noisy data

Cited In (7)

• Improved Lagrange multiplier tests in spatial autoregressions
• Title not available (Why is that?)
• Spatial lag test with equal weights
• LM tests of spatial dependence based on bootstrap critical values
• On the Lagrange multiplier test for spatial correlation in econometric models
• Spatial J-test: some Monte Carlo evidence
• A test for spatial autocorrelation in seemingly unrelated regressions

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