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Spatial Economic Analysis Volume 7, 2012 - Issue 1
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Original Articles

Improving the J Test in the SARAR Model by Likelihood-based Estimation

Peter BurridgeCorrespondence[email protected]
Pages 75-107 | Received 23 Jul 2010, Accepted 18 May 2011, Published online: 14 Feb 2012

References

  • Burridge , P. and Fingleton , B. 2010 . Bootstrap inference in spatial econometrics: the J-test . Spatial Economic Analysis , 5 : 93 – 119 .
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  • Fingleton , B. 2007 Testing the “new economic geography”: a comparative analysis based on EU regional data , in : B. Fingleton New Directions in Economic Geography , Chapter 3 , pp. 70 – 97 , Edward Elgar Publishing , Cheltenham .
  • Davidson , R. and MacKinnon , J. G. 1981 . Several tests for model specification in the presence of alternative hypotheses . Econometrica , 49 : 781 – 793 .
  • Kelejian , H. H. 2008 . A Spatial J-test for model specification against a single or a set of non-nested alternatives . Letters in Spatial and Resource Sciences , 1 : 3 – 11 .
  • Kelejian , H. H. and Piras , G. 2011 . An extension of Kelejian's J-test for non-nested spatial models . Regional Science and Urban Economics , 41 : 281 – 292 .
  • Kelejian , H. H. and Prucha , I. R. 1998 . A generalised spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances . Journal of Real Estate Finance and Economics , 17 : 99 – 121 .
  • Kelejian , H. H. and Prucha , I. R. 1999 . A generalised moments estimator for the autoregressive parameter in a spatial model . International Economic Review , 40 : 509 – 533 .
  • Kelejian , H. H. and Prucha , I. R. 2010 . Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances . Journal of Econometrics , 157 : 53 – 67 .
  • Lee , L.-F. 2004 . Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models . Econometrica , 72 : 1899 – 1925 .
  • Lee , L.-F. and Liu , X. 2010 . Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances . Econometric Theory , 26 : 187 – 230 .
  • LeSage , J. and Pace , R. K. 2009 . Introduction to Spatial Econometrics , New York : CRC Press .

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