A note on testing for spatial error components

Fernando Carriazo () and N. Edward Coulson

Regional Science and Urban Economics, 2010, vol. 40, issue 5, 331-335

Abstract: The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well.

Keywords: Spatial; error; components; LM; test; Kelejian-Robinson; test (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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