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Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models

Author

Listed:
  • Guo Shuang
  • Wei Chuanhua

    (School of Science, Minzu University of China, Beijing100081, China)

Abstract

This paper is concerned with testing for the varying coefficient spatial autoregressive models. Based on the profile likelihood estimation procedure, a profile generalized likelihood ratio test procedure is proposed to test spatial lag effects, and a residual-based bootstrap procedure is used to derive the p-value of the test. Some simulations are conducted to assess the performance of the test and the results are satisfactory.

Suggested Citation

  • Guo Shuang & Wei Chuanhua, 2015. "Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models," Journal of Systems Science and Information, De Gruyter, vol. 3(6), pages 561-567, December.
    • Handle: RePEc:bpj:jossai:v:3:y:2015:i:6:p:561-567:n:7
    DOI: 10.1515/JSSI-2015-0561
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    References listed on IDEAS

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    1. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
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    5. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
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