Improved Lagrange multiplier tests in spatial autoregressions

DOI10.1111/ECTJ.12025MaRDI QIDQ5093225zbMATH OpenOpenAlexFDO

Authors

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1111/ectj.12025

zbMATH Keywords

bootstrapEdgeworth expansionfinite-sample correctionsLagrange multiplier testspatial autocorrelation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(13)

• Spatial lag test with equal weights
• On the Lagrange multiplier test for spatial correlation in econometric models
• A robust test for network generated dependence
• Higher-order least squares inference for spatial autoregressions
• Testing spatial dependence in spatial models with endogenous weights matrices
• LM tests of spatial dependence based on bootstrap critical values
• Simple regression-based tests for spatial dependence
• Testing a linear relationship in varying coefficient spatial autoregressive models
• scientific article; zbMATH DE number 970672 (Why is no real title available?)
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• Saddlepoint Approximations for Spatial Panel Data Models
• Refinements in maximum likelihood inference on spatial autocorrelation in panel data
• A test for spatial autocorrelation in seemingly unrelated regressions

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