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A spatial Hausman test

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  • Kelley Pace, R.
  • LeSage, James P.

Abstract

Often, authors report materially different OLS and spatial error model estimates. However, under the null of correct specification, these estimates should be similar. We propose a spatial Hausman test and conduct a Monte Carlo experiment to examine its performance.

Suggested Citation

  • Kelley Pace, R. & LeSage, James P., 2008. "A spatial Hausman test," Economics Letters, Elsevier, vol. 101(3), pages 282-284, December.
    • Handle: RePEc:eee:ecolet:v:101:y:2008:i:3:p:282-284
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    References listed on IDEAS

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    5. LeSage, James P. & Kelley Pace, R., 2007. "A matrix exponential spatial specification," Journal of Econometrics, Elsevier, vol. 140(1), pages 190-214, September.
    6. Marcel A. J. Theebe, 2004. "Planes, Trains, and Automobiles: The Impact of Traffic Noise on House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 28(2_3), pages 209-234, March.
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    9. David M. Brasington, 2007. "Private Schools and the Willingness to Pay for Public Schooling," Education Finance and Policy, MIT Press, vol. 2(2), pages 152-174, February.
    10. Ming-Long Lee & R. Kelley Pace, 2005. "Spatial Distribution of Retail Sales," The Journal of Real Estate Finance and Economics, Springer, vol. 31(1), pages 53-69, August.
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    Cited by:

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    15. Emma Bruno & Rosalia Castellano & Gennaro Punzo & Luca Salvati, 2024. "Direct and spillover effects of short‐ and long‐term land pricing drivers: Evidence from Italian districts, 1992−2019," Journal of Regional Science, Wiley Blackwell, vol. 64(3), pages 804-839, June.
    16. Wang, Baixun & Zhao, Wenjuan, 2022. "Interplay of renewable energy investment efficiency, shareholder control and green financial development in China," Renewable Energy, Elsevier, vol. 199(C), pages 192-203.
    17. Cox, Michael & Ross, Justin M., 2011. "Robustness and vulnerability of community irrigation systems: The case of the Taos valley acequias," Journal of Environmental Economics and Management, Elsevier, vol. 61(3), pages 254-266, May.
    18. R. Kelley Pace & Darren Hayunga, 2020. "Examining the Information Content of Residuals from Hedonic and Spatial Models Using Trees and Forests," The Journal of Real Estate Finance and Economics, Springer, vol. 60(1), pages 170-180, February.
    19. Gutierrez-Lythgoe, Antonio, 2023. "El capital social y el autoempleo en EEUU: Evidencia con datos de Facebook [Social Capital and Self-Employment in the United States: Evidence from Facebook Data]," MPRA Paper 119068, University Library of Munich, Germany.
    20. Kei Kabaya, 2022. "Examining spatially heterogeneous preferences for coastal ecosystem restoration with Bayesian spatial probit approaches," Letters in Spatial and Resource Sciences, Springer, vol. 15(1), pages 99-112, April.
    21. Cavalieri, Marina & Di Caro, Paolo & Guccio, Calogero & Lisi, Domenico, 2020. "Does neighbours' grass matter? Testing spatial dependent heterogeneity in technical efficiency of Italian hospitals," Social Science & Medicine, Elsevier, vol. 265(C).
    22. R. Kelley Pace & James P. Lesage & Shuang Zhu, 2013. "Interpretation and Computation of Estimates from Regression Models using Spatial Filtering," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 352-369, September.
    23. J. Paul Elhorst, 2022. "The dynamic general nesting spatial econometric model for spatial panels with common factors: Further raising the bar," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 42(3), pages 249-267, December.
    24. Wei Shi & Weijuan Wang & Wenwen Tang & Fuwei Qiao & Guowei Zhang & Runzhu Pei & Luyao Zhang, 2024. "How Environmental Regulation Affects Pollution Reduction and Carbon Reduction Synergies—An Empirical Analysis Based on Chinese Provincial Data," Sustainability, MDPI, vol. 16(13), pages 1-24, June.

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