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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.

Suggested Citation

  • Kelley Pace, R. & LeSage, James P., 2008. "A spatial Hausman test," Economics Letters, Elsevier, vol. 101(3), pages 282-284, December.
    • Handle: RePEc:eee:ecolet:v:101:y:2008:i:3:p:282-284
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    References listed on IDEAS

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