Testing for spatial lag and spatial error dependence using double length artificial regressions

DOI10.1007/s00362-012-0492-8zbMath1297.62186OpenAlexW2002112104MaRDI QIDQ744768

Badi H. Baltagi, Long Liu

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0492-8

zbMATH Keywords

artificial regressionsdouble length regressionspatial error dependencespatial lag dependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Cites Work

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