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A spatial Hausman test

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  • Kelley Pace, R.
  • LeSage, James P.

Abstract

Often, authors report materially different OLS and spatial error model estimates. However, under the null of correct specification, these estimates should be similar. We propose a spatial Hausman test and conduct a Monte Carlo experiment to examine its performance.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 101 (2008)
Issue (Month): 3 (December)
Pages: 282-284

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Handle: RePEc:eee:ecolet:v:101:y:2008:i:3:p:282-284

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Web page: http://www.elsevier.com/locate/ecolet

Related research

Keywords: Spatial autoregression Specification test Spatial econometrics SAR SEM;

References

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  1. Jeffrey P. Cohen & Cletus C. Coughlin, 2008. "Spatial Hedonic Models Of Airport Noise, Proximity, And Housing Prices," Journal of Regional Science, Wiley Blackwell, Wiley Blackwell, vol. 48(5), pages 859-878.
  2. LeSage, James P. & Kelley Pace, R., 2007. "A matrix exponential spatial specification," Journal of Econometrics, Elsevier, Elsevier, vol. 140(1), pages 190-214, September.
  3. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, Econometric Society, vol. 72(6), pages 1899-1925, November.
  4. Helen R. Neill & David M. Hassenzahl & Djeto D. Assane, 2007. "Estimating the Effect of Air Quality: Spatial versus Traditional Hedonic Price Models," Southern Economic Journal, Southern Economic Association, vol. 73(4), pages 1088–1111, April.
  5. Dubin, Robin A, 1988. "Estimation of Regression Coefficients in the Presence of Spatially Autocorrelated Error Terms," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 466-74, August.
  6. David M. Brasington, 2007. "Private Schools and the Willingness to Pay for Public Schooling," Education Finance and Policy, MIT Press, vol. 2(2), pages 152-174, February.
  7. Marcel A. J. Theebe, 2004. "Planes, Trains, and Automobiles: The Impact of Traffic Noise on House Prices," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 28(2_3), pages 209-234, 03.
  8. Ming-Long Lee & R. Kelley Pace, 2005. "Spatial Distribution of Retail Sales," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 31(1), pages 53-69, August.
  9. Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, Econometric Society, vol. 46(6), pages 1251-71, November.
  10. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780195060119, October.
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Citations

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Cited by:
  1. R. Pace & Shuang Zhu, 2012. "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, Springer, vol. 14(1), pages 75-90, January.
  2. Dustin T. Duncan & Jared Aldstadt & John Whalen & Kellee White & Marcia C. Castro & David R. Williams, 2012. "Space, race, and poverty: Spatial inequalities in walkable neighborhood amenities?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 26(17), pages 409-448, May.
  3. Justin Ross & Michael Farmer & Clifford Lipscomb, 2011. "Inconsistency in Welfare Inferences from Distance Variables in Hedonic Regressions," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 43(3), pages 385-400, October.
  4. Cox, Michael & Ross, Justin M., 2011. "Robustness and vulnerability of community irrigation systems: The case of the Taos valley acequias," Journal of Environmental Economics and Management, Elsevier, vol. 61(3), pages 254-266, May.

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