Search Results - subject:"Matrix exponential spatial model"

Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional Science and Urban Economics 43 (2013) 2, pp. 250-271

We consider using the J-test procedure for the non-nested model selection problem between the spatial autoregressive (SAR) model and the matrix exponential spatial specification (MESS) model. The 2SLS and GMM methods are used to implement the J-test procedure and derive several test statistics...

Persistent link: https://www.econbiz.de/10010636461

Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 2, pp. 250-271

Persistent link: https://www.econbiz.de/10009736919