Improved Lagrange multiplier tests in spatial autoregressions
نویسندگان
چکیده
منابع مشابه
WALD. LIKELIHOOD RATIO, AND LAGRANGE MULTiPLIER TESTS IN ECONOMETRICS
5.1. The problem 5.2. The test statistics 5.3. The inequality 5.4. A numerical example 5.5. Instrumental variables 6. Asymptotic equivalence and optimality of the test statistics 7. The Lagrange Multiplier test as a diagnostic 8. Lagrange Multiplier tests for non-spherical disturbances 8.1. Testing for heteroscedasticity 8.2. Serial correlation 9. Testing the specification of the mean in severa...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2014
ISSN: 1368-4221
DOI: 10.1111/ectj.12025