Improved Lagrange multiplier tests in spatial autoregressions

DOI10.1111/ectj.12025OpenAlexW2296434877MaRDI QIDQ5093225

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Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12025

zbMATH Keywords

bootstrapEdgeworth expansionspatial autocorrelationLagrange multiplier testfinite-sample corrections

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Testing a linear relationship in varying coefficient spatial autoregressive models ⋮ Refinements in maximum likelihood inference on spatial autocorrelation in panel data ⋮ Saddlepoint Approximations for Spatial Panel Data Models ⋮ A robust test for network generated dependence ⋮ Testing spatial dependence in spatial models with endogenous weights matrices ⋮ Higher-order least squares inference for spatial autoregressions

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