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

DOI10.1007/S00362-012-0492-8zbMATH Open1297.62186OpenAlexW2002112104MaRDI QIDQ744768FDOQ744768

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

Recommendations

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

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)

Cites Work

• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation
• Estimation Methods for Models of Spatial Interaction
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Title not available (Why is that?)
• A test for spatial autocorrelation in seemingly unrelated regressions
• Model Specification Tests Based on Artificial Linear Regressions
• Rao's score test in spatial econometrics
• The robustness of the F-test to spatial autocorrelation among regression disturbances
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances
• Double-length regression tests for testing functional forms and spatial error dependence

Cited In (4)

• Title not available (Why is that?)
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Artificial regression test diagnostics for impact measures in spatial models
• Simple regression-based tests for spatial dependence

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