Improved Lagrange multiplier tests in spatial autoregressions
Author:
Affiliation:
1. Department of Economics; London School of Economics; Houghton Street London WC2A 2AE UK
2. Department of Economics; University of Southampton; Southampton SO17 1BJ UK
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
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4. Standardized LM tests for spatial error dependence in linear or panel regressions;Baltagi;Econometrics Journal,2013
5. On the Cliff-Ord test for spatial correlation;Burridge;Journal of the Royal Statistical Society,1980
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