A spatial Hausman test
AbstractOften, 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 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
Spatial autoregression Specification test Spatial econometrics SAR SEM;
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