Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004
Baltagi and Li (2001) derived Lagrangian multiplier tests to jointly test for functional form and spatial error correlation. This companion paper derives Lagrangian multiplier tests to jointly test for functional form and spatial lag dependence. In particular, this paper tests for linear or...
