Consistent misspecification testing in spatial autoregressive models

by Jungyoon Lee, Peter C.B. Phillips, and Francesca Rossi

Year of publication:	2020
Authors:	Lee, Jungyoon ; Phillips, Peter C. B. ; Rossi, Francesca
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Conditional moment test \| Functional form misspecification \| Misspecification test \| Omnibus testing \| Spatial autoregressions \| Weight matrix misspecification \| Schätztheorie \| Estimation theory \| Statistischer Test \| Statistical test \| Autokorrelation \| Autocorrelation \| Statistische Methodenlehre \| Statistical theory \| Modellierung \| Scientific modelling \| Räumliche Interaktion \| Spatial interaction

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