<title>Abstract</title> It has been demonstrated recently that in small-to-medium samples the empirical significance levels of the asymptotic J-type tests for the SARAR model introduced by Kelejian (2008) can be controlled in many cases by the use of a bootstrap to construct a reference distribution. A feature...

Abstract Kelejian (2008) introduces a J-type test for the situation in which a null linear regression model, Model0, is to be tested against one or more rival non-nested alternatives, Model1, …, Model g , where typically the competing models possess endogenous spatial lags and spatially...

<title>Abstract</title> It has been demonstrated recently that in small-to-medium samples the empirical significance levels of the asymptotic J-type tests for the SARAR model introduced by Kelejian (2008) can be controlled in many cases by the use of a bootstrap to construct a reference distribution. A feature...