Article thumbnail

Monte Carlo properties of spatial dependence LM tests

By Pablo Acosta, Enlinson de Mattos and Ana Fava


This paper compares the power and size of both spatial one-directional and robust to local misspecification LM test using Monte Carlo techniques under different set ups. Confirming the results found in Anselin et al. (1996), under local misspecification the robust LM test improves its size and power of tests. However, under no misspecification, the robust LM test is severely penalized and the usual one-directional LM test has a much better performance.

DOI identifier: 10.1080/13504850500426111
OAI identifier:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.