On the Lagrange multiplier test for spatial correlation in econometric models

DOI10.1007/BF02365057zbMath0927.62013MaRDI QIDQ1291189

Jørgen Lauridsen, István Fazekas

Publication date: 22 November 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items

On the Lagrange multiplier test for spatial correlation in econometric models

Cites Work

• A test for spatial autocorrelation in seemingly unrelated regressions
• On the Lagrange multiplier test for spatial correlation in econometric models
• Misspecification tests and their uses in econometrics
• Asymptotic normality of some Hermitian forms with complex noisy data