Testing spatial dependence in spatial models with endogenous weights matrices
DOI10.1515/JEM-2017-0015zbMATH Open1420.62476OpenAlexW2910470231WikidataQ128683741 ScholiaQ128683741MaRDI QIDQ2312976FDOQ2312976
Authors: Anil K. Bera, Osman Doğan, Süleyman Taşpınar 
Publication date: 18 July 2019
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jem-2017-0015
Recommendations
- Simple regression-based tests for spatial dependence
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- A simple spatial dependence test robust to local and distributional misspecifications
- Nontestability of equal weights spatial dependence
- Robust test for spatial error model: considering changes of spatial layouts and distribution misspecification
inferencespecification testingLagrange multiplier testLM testRao's score testendogenous spatial weights matrixrobust LM testparametric misspecificationSARAR model
Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)
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Cited In (5)
- Testing spatial dependence in spatial models with endogenous weights matrices
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- A robust test for network generated dependence
- Spatial lag test with equal weights
- Adjustments of Rao's score test for distributional and local parametric misspecifications
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