A Hausman Test for Spatial Regression Model

Monalisa Sen, Anil K. Bera and Yu-Hsien Kao

A chapter in Essays in Honor of Jerry Hausman, 2012, pp 547-559 from Emerald Group Publishing Limited

Abstract: In this chapter we investigate the finite sample properties of a Hausman test for the spatial error model (SEM) proposed by Pace and LeSage (2008). In particular, we demonstrate that the power of their test could be very low against a natural alternative like the spatial autoregressive (SAR) model.

Keywords: Hausman test; spatial autoregression model; spatial error model; specification test; Monte Carlo study.; C01; C12; C31 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(2012)0000029023

DOI: 10.1108/S0731-9053(2012)0000029023

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