Improved Lagrange multiplier tests in spatial autoregressions Improved LM tests for SAR models (2014)

First Author: Robinson P
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