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

DOI10.1007/S00362-012-0492-8MaRDI QIDQ744768zbMATHOpenAlexFDO

Authors 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

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

Recommendations

• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
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• scientific article; zbMATH DE number 970672

Cites work

• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• A test for spatial autocorrelation in seemingly unrelated regressions
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Double-length regression tests for testing functional forms and spatial error dependence
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances
• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation
• Estimation Methods for Models of Spatial Interaction
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• Model Specification Tests Based on Artificial Linear Regressions
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Rao's score test in spatial econometrics
• The robustness of the F-test to spatial autocorrelation among regression disturbances

Cited in

(6)

• scientific article; zbMATH DE number 2222808 (Why is no real title available?)
• Artificial regression test diagnostics for impact measures in spatial models
• Double-length regression tests for testing functional forms and spatial error dependence
• Simple regression-based tests for spatial dependence
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Robust test for spatial error model: considering changes of spatial layouts and distribution misspecification

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