Spatial lag test with equal weights

DOI10.1016/J.ECONLET.2009.04.008MaRDI QIDQ1046217zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Long Liu

Publication date 21 December 2009

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2009.04.008

zbMATH Keywords

Lagrange multiplierspatial error correlationequal weights

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Nontestability of equal weights spatial dependence
• Spurious spatial regression with equal weights
• RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
• Improved Lagrange multiplier tests in spatial autoregressions
• Testing spatial dependence in spatial models with endogenous weights matrices
• On selection of spatial weight matrix in spatial lag models
• On the Lagrange multiplier test for spatial correlation in econometric models
• Simple regression-based tests for spatial dependence

Cites work

• scientific article; zbMATH DE number 3666013 (Why is no real title available?)
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS

Cited in

(4)

• Spurious spatial regression with equal weights
• Testing for spatial autocorrelation: the regressors that make the power disappear
• Testing for spatial correlation under a complete bipartite network
• Nontestability of equal weights spatial dependence

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