A note on Testing for Spatial Error Components

Publicado en

  • Regional Science and Urban Economics


  • The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well.

fecha de publicación

  • 2010

Líneas de investigación

  • Kelejian–Robinson Test
  • LM Test
  • Spatial Error Components

Página inicial

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