A Hausman Test for Spatial Regression Model

In this chapter we investigate the finite sample properties of a Hausman test for the spatial error model (SEM) proposed by Pace and LeSage (2008). In particular, we demonstrate that the power of their test could be very low against a natural alternative like the spatial autoregressive (SAR) model.

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Year of publication:	2012
Authors:	Sen, Monalisa ; Bera, Anil K. ; Kao, Yu-Hsien
Published in:	Essays in honor of Jerry Hausman. - Bingley, U.K. : Emerald, ISBN 978-1-78190-307-0. - 2012, p. 547-559
Subject:	Regionalökonomik \| Regional economics \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Statistischer Test \| Statistical test

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Type of publication:	Article
Language:	English
Other identifiers:	10.1108/S0731-9053(2012)0000029023 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015378514