A note on testing for spatial error components

Fernando Carriazo, Edward Coulson

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well.

Original languageEnglish (US)
Pages (from-to)331-335
Number of pages5
JournalRegional Science and Urban Economics
Volume40
Issue number5
DOIs
StatePublished - Sep 2010
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics
  • Urban Studies

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