Artificial regression test diagnostics for impact measures in spatial models

Mingyu Deng and Mingxi Wang

Economics Letters, 2022, vol. 217, issue C

Abstract: This paper derives two test statistics based on Outer-Product Gradient method and Double-Length Regression for testing spatial impact measures. Both are computationally simple. Their Monte Carlo performance becomes better as the sample size gets larger.

Keywords: Spatial impact measure; Artificial regression; Double-Length Regression; Outer-Product Gradient (search for similar items in EconPapers)
JEL-codes: C12 C21 R15 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002336

DOI: 10.1016/j.econlet.2022.110689

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