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A Hausman Test for Spatial Regression Model - MaRDI portal

A Hausman Test for Spatial Regression Model

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Publication:5133597

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DOI10.1108/S0731-9053(2012)0000029023zbMath1452.62390WikidataQ56806304 ScholiaQ56806304MaRDI QIDQ5133597

Anil K. Bera, Yu-Hsien Kao, Monalisa Sen

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo study specification test Hausman test spatial autoregression model spatial error model

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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