On the Lagrange multiplier test for spatial correlation in econometric models

DOI10.1007/BF02365057MaRDI QIDQ1291189zbMATH OpenFDO

Authors István Fazekas, Jørgen Lauridsen

Publication date 22 November 1999

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

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)

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Cites work

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• Misspecification tests and their uses in econometrics
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(7)

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• Spatial J-test: some Monte Carlo evidence
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