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A spatial J-test for model specification against a single or a set of non-nested alternatives

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Author Info
Harry Kelejian ()
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File URL: http://hdl.handle.net/10.1007/s12076-008-0001-9
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Publisher Info
Article provided by Springer in its journal Letters in Spatial and Resource Sciences.

Volume (Year): 1 (2008)
Issue (Month): 1 (April)
Pages: 3-11
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Handle: RePEc:spr:astaws:v:1:y:2008:i:1:p:3-11

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Web page: http://www.springerlink.com/content/120614/

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Related research
Keywords: Spatial models; Non-nested J-test; Model specification; C01; C12;

References listed on IDEAS
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  1. Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July. [Downloadable!] (restricted)
  2. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January. [Downloadable!] (restricted)
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  3. Godfrey, Leslie G, 1983. "Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares," Econometrica, Econometric Society, vol. 51(2), pages 355-65, March. [Downloadable!] (restricted)
  4. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-22.

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