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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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:101:y:2008:i:3:p:253-257
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