Double-Length Regression tests for testing functional forms and spatial error dependence
AbstractIn this paper we derive test statistics based on Double-Length Regressions (DLRs) for testing functional forms and spatial error dependence. These DLR tests are computationally simple. Their Monte Carlo performance is similar to that of the Hessian-based Lagrangian Multiplier tests.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 101 (2008)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/ecolet
Double-Length Regression Spatial error dependence Box-Cox;
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