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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 101 (2008)
Issue (Month): 3 (December)
Contact details of provider:
Web page: http://www.elsevier.com/locate/ecolet
Spatial autoregression Specification test Spatial econometrics SAR SEM;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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 1088â1111, April.
- Hausman, Jerry A, 1978.
"Specification Tests in Econometrics,"
Econometric Society, vol. 46(6), pages 1251-71, November.
- Jeffrey P. Cohen & Cletus C. Coughlin, 2006.
"Spatial hedonic models of airport noise, proximity, and housing prices,"
2006-026, Federal Reserve Bank of St. Louis.
- Jeffrey P. Cohen & Cletus C. Coughlin, 2008. "Spatial Hedonic Models Of Airport Noise, Proximity, And Housing Prices," Journal of Regional Science, Wiley Blackwell, vol. 48(5), pages 859-878.
- 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.
- Ming-Long Lee & R. Kelley Pace, 2005. "Spatial Distribution of Retail Sales," The Journal of Real Estate Finance and Economics, Springer, vol. 31(1), pages 53-69, August.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- LeSage, James P. & Kelley Pace, R., 2007. "A matrix exponential spatial specification," Journal of Econometrics, Elsevier, vol. 140(1), pages 190-214, September.
- 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.
- 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.
- 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.
- R. Pace & Shuang Zhu, 2012. "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, vol. 14(1), pages 75-90, January.
- 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, vol. 43(3), pages 385-400, October.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.