Article ID Journal Published Year Pages File Type
5061841 Economics Letters 2008 5 Pages PDF
Abstract

In this paper we derive test statistics based on Double-Length Regressions (DLRs) for testing functional forms and spatial error dependence. These DLR tests are computationally simple. Their Monte Carlo performance is similar to that of the Hessian-based Lagrangian Multiplier tests.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Double-Length Regression tests for testing functional forms and spatial error dependence
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