EconPapers    
Economics at your fingertips  
 

LM Tests for Functional Form and Spatial Correlation

Badi Baltagi () and Dong Li ()

No 99, Econometric Society World Congress 2000 Contributed Papers from Econometric Society

Abstract: This paper derives Lagrangian Multiplier tests to jointly test for functional form and spatial error correlation. In particular, this paper tests for linear and loglinear models with no spatial error dependence against a more general Box-Cox model with spatial error correlation. Conditional LM tests and modified Rao-Score tests that guard against local misspecification are also derived. These tests are easy to implement and are illustrated using Anselin's (1988) crime data. The performance of these tests are also compared using Monte Carlo experiments.

Date: 2000-08-01
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/RePEc/es2000/0099.pdf main text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecm:wc2000:0099

Access Statistics for this paper

More papers in Econometric Society World Congress 2000 Contributed Papers from Econometric Society Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2022-01-11
Handle: RePEc:ecm:wc2000:0099