Rao's score test in spatial econometrics
- 1 August 2001
- journal article
- Published by Elsevier in Journal of Statistical Planning and Inference
- Vol. 97 (1) , 113-139
- https://doi.org/10.1016/s0378-3758(00)00349-9
Abstract
No abstract availableKeywords
This publication has 51 references indexed in Scilit:
- Testing for Spatial Error Autocorrelation in the Presence of Endogenous RegressorsInternational Regional Science Review, 1997
- Simple diagnostic tests for spatial dependenceRegional Science and Urban Economics, 1996
- EFFICIENT ALGORITHMS FOR CONSTRUCTING PROPER HIGHER ORDER SPATIAL LAG OPERATORS*Journal of Regional Science, 1996
- A test for the presence of conditional heteroskedasticity within arch-m frameworkEconometric Reviews, 1995
- Optimal Tests when a Nuisance Parameter is Present Only Under the AlternativeEconometrica, 1994
- A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELSJournal of Time Series Analysis, 1992
- Spatial econometrics in practiceRegional Science and Urban Economics, 1992
- Properties of Tests for Spatial Dependence in Linear Regression ModelsGeographical Analysis, 1991
- Some robust approaches to testing and estimation in spatial econometricsRegional Science and Urban Economics, 1990
- Lagrange Multiplier Test Diagnostics for Spatial Dependence and Spatial HeterogeneityGeographical Analysis, 1988