Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
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- Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
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- Xu, Xingbai & Lee, Lung-fei, 2015. "A spatial autoregressive model with a nonlinear transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 186(1), pages 1-18.
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- Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
More about this item
KeywordsSpatial Tobit model; Three classical tests; Locally most powerful;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- R50 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Regional Government Analysis - - - General
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