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Double-Length Regression tests for testing functional forms and spatial error dependence

Canh Le and Dong Li ()

Economics Letters, 2008, vol. 101, issue 3, 253-257

Abstract: In this paper we derive test statistics based on Double-Length Regressions (DLRs) for testing functional forms and spatial error dependence. These DLR tests are computationally simple. Their Monte Carlo performance is similar to that of the Hessian-based Lagrangian Multiplier tests.

Keywords: Double-Length; Regression; Spatial; error; dependence; Box-Cox (search for similar items in EconPapers)
Date: 2008
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