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LM Tests for Functional Form and Spatial Error Correlation

Citations

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Cited by:

  1. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
  2. Julie Le Gallo, 2004. "Hétérogénéité spatiale. Principes et méthodes," Economie & Prévision, La Documentation Française, vol. 162(1), pages 151-172.
  3. Malikov, Emir & Sun, Yiguo, 2017. "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 199(1), pages 12-34.
  4. Peter M Robinson, 2009. "Correlation Testing in Time Series, SpatialandCross-Sectional Data," STICERD - Econometrics Paper Series 530, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  5. Robinson, Peter, 2008. "Correlation testing in time series, spatial and cross-sectional data," LSE Research Online Documents on Economics 25470, London School of Economics and Political Science, LSE Library.
  6. Kato, Takafumi, 2012. "Prediction in the lognormal regression model with spatial error dependence," Journal of Housing Economics, Elsevier, vol. 21(1), pages 66-76.
  7. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
  8. Savage, Jeffrey & Ifft, Jennifer, 2013. "Does Pumping Pay: Groundwater Management Institutions and Cropland Values in Nebraska?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150581, Agricultural and Applied Economics Association.
  9. Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.
  10. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
  11. David M. Drukker & Peter Egger & Ingmar R. Prucha, 2013. "On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 686-733, August.
  12. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
  13. Peter Robinson, 2007. "Correlation testing in time series, spatial and cross-sectional data," CeMMAP working papers CWP01/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Le, Canh Quang & Li, Dong, 2008. "Double-Length Regression tests for testing functional forms and spatial error dependence," Economics Letters, Elsevier, vol. 101(3), pages 253-257, December.
  15. Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
  16. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  17. Li, Haiqi & Fan, Rui & Park, Sung Y., 2018. "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, vol. 171(C), pages 149-153.
  18. Michael Brady & Elena Irwin, 2011. "Accounting for Spatial Effects in Economic Models of Land Use: Recent Developments and Challenges Ahead," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 48(3), pages 487-509, March.
  19. Zhengyu Zhang, 2013. "A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(2), pages 176-194, June.
  20. Robinson, P.M., 2008. "Correlation testing in time series, spatial and cross-sectional data," Journal of Econometrics, Elsevier, vol. 147(1), pages 5-16, November.
  21. Boxall, Peter C. & Chan, Wing H. & McMillan, Melville L., 2005. "The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis," Resource and Energy Economics, Elsevier, vol. 27(3), pages 248-269, October.
  22. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
  23. Peter M Robinson, 2009. "Developments in the Analysis of Spatial Data," STICERD - Econometrics Paper Series 531, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  24. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
  25. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
  26. Fang Lu & Jing Yang & Xuewen Lu, 2022. "One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data," Empirical Economics, Springer, vol. 62(6), pages 2645-2671, June.
  27. Robinson, Peter, 2008. "Developments in the analysis of spatial data," LSE Research Online Documents on Economics 25473, London School of Economics and Political Science, LSE Library.
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