A spatial Hausman test

被引：78

作者：

Pace, R. Kelley ^{[1
]}

LeSage, James P. ^{[2
]}

机构：

[1] Louisiana State Univ, EJ Ourso Coll Business Adm, Dept Finance, LREC Endowed Chair Real Estate, Baton Rouge, LA 70803 USA

[2] Texas State Univ San Marcos, Dept Finance & Econ, McCoy Coll Business Adm, Fields Endowed Chair Urban & Reg Econ, San Marcos, TX 78666 USA

来源：

ECONOMICS LETTERS | 2008年 / 101卷 / 03期

基金：

美国国家科学基金会;

关键词：

Spatial autoregression; Specification test; Spatial econometrics; SAR; SEM;

D O I：

10.1016/j.econlet.2008.09.003

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：282 / 284

页数：3

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