A spatial Hausman test
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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- J. A. Hausman, 1976.
"Specification Tests in Econometrics,"
185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
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Journal of Regional Science,
Wiley Blackwell, vol. 48(5), pages 859-878.
- Jeffrey P. Cohen & Cletus C. Coughlin, 2006. "Spatial hedonic models of airport noise, proximity, and housing prices," Working Papers 2006-026, Federal Reserve Bank of St. Louis.
- 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.
- 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.
- 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.
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