A note on Testing for Spatial Error Components

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Blogs Publicados

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General

Publicado en

• Regional Science and Urban Economics

Resumen

• 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.

autores

• Carriazo, Fernando
• Coulson, Edward

fecha de publicación

• 2010

Investigaciones

Líneas de investigación

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

Información Adicional

Página inicial

• 331

Última página

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Volumen

• 40

Issue

• 5