Monte Carlo properties of spatial dependence LM tests

Pablo Acosta Department of Economics, University of Illinois, 484 Wohlers Hall, 1206 S. Sixth Street, Champaign, IL 61820, USACorrespondence[email protected]

Enlinson de Mattos Department of Economics, University of Illinois, 484 Wohlers Hall, 1206 S. Sixth Street, Champaign, IL 61820, USA

Ana Fava Department of Economics, University of Illinois, 484 Wohlers Hall, 1206 S. Sixth Street, Champaign, IL 61820, USA

References

Anselin , L . 1988 . Spatial Econometrics: Methods and Models , Dordrecht : Kluwer .
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Anselin , L , Bera , A , Florax , R and Yoon , M . 1996 . Simple diagnostic tests for spatial dependence . Regional Science and Urban Economics , 26 : 77 – 104 .
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Bera , A and Yoon , M . 1993 . Specification testing with locally misspecified alternatives . Econometric Theory , 9 : 649 – 58 .
Web of Science ®Google Scholar

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Monte Carlo properties of spatial dependence LM tests

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