Baltagi, Badi H.; Song, Seuck Heun; Kwon, Jae Hyeok - Center for Policy Research, Maxwell School - 2008
joint LM test for homoskedasticity and no spatial correlation is derived. In addition, a conditional LM test for no spatial … correlation given heteroskedasticity, as well as a conditional LM test for homoskedasticity given spatial correlation, are also … deerived. These LM tests are compared with marginal LM tests that ignore heteroskedasticity in testing for spatial correlation …