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Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models

Author

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  • Guo Shuang

    (School of Science, Minzu University of China, Beijing100081, China)

  • Wei Chuanhua

    (School of Science, Minzu University of China, Beijing100081, China)

Abstract

This paper is concerned with testing for the varying coefficient spatial autoregressive models. Based on the profile likelihood estimation procedure, a profile generalized likelihood ratio test procedure is proposed to test spatial lag effects, and a residual-based bootstrap procedure is used to derive the p-value of the test. Some simulations are conducted to assess the performance of the test and the results are satisfactory.

Suggested Citation

  • Guo Shuang & Wei Chuanhua, 2015. "Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models," Journal of Systems Science and Information, De Gruyter, vol. 3(6), pages 561-567, December.
    • Handle: RePEc:bpj:jossai:v:3:y:2015:i:6:p:561-567:n:7
    DOI: 10.1515/JSSI-2015-0561
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    References listed on IDEAS

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    4. Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
    5. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
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