Cover Image

Double-Length Regression tests for testing functional forms and spatial error dependence

In this paper we derive test statistics based on Double-Length Regressions (DLRs) for testing functional forms and spatial error dependence. These DLR tests are computationally simple. Their Monte Carlo performance is similar to that of the Hessian-based Lagrangian Multiplier tests.
Year of publication:
2008
Authors: Le, Canh Quang ; Li, Dong
Published in:
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 101.2008, 3, p. 253-257
Publisher: Elsevier
Keywords: Double-Length Regression Spatial error dependence Box-Cox
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005296646
Similar items by person