Improved Lagrange multiplier tests in spatial autoregressions Improved LM tests for SAR models (2014)
Attributed to:
Inference on Spatial-Temporal Econometric Models
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/ectj.12025
Publication URI: http://dx.doi.org/10.1111/ectj.12025
Type: Journal Article/Review
Parent Publication: The Econometrics Journal
Issue: 1