Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models

Guo Shuang () and Wei Chuanhua ()
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Guo Shuang: School of Science, Minzu University of China, Beijing100081, China
Wei Chuanhua: School of Science, Minzu University of China, Beijing100081, China

Journal of Systems Science and Information, 2015, vol. 3, issue 6, 561-567

Abstract: This paper is concerned with testing for the varying coefficient spatial autoregressive models. Based on the profile likelihood estimation procedure, a profile generalized likelihood ratio test procedure is proposed to test spatial lag effects, and a residual-based bootstrap procedure is used to derive the p-value of the test. Some simulations are conducted to assess the performance of the test and the results are satisfactory.

Keywords: varying coefficient spatial autoregressive model; profile likelihood estimation; profile generalized likelihood ratio test; local linear method; bootstrap (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:jossai:v:3:y:2015:i:6:p:561-567:n:7

DOI: 10.1515/JSSI-2015-0561

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