A spatial Hausman test

Kelley Pace and James LeSage

Economics Letters, 2008, vol. 101, issue 3, 282-284

Abstract: Often, authors report materially different OLS and spatial error model estimates. However, under the null of correct specification, these estimates should be similar. We propose a spatial Hausman test and conduct a Monte Carlo experiment to examine its performance.

Keywords: Spatial; autoregression; Specification; test; Spatial; econometrics; SAR; SEM (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (24)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:101:y:2008:i:3:p:282-284

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