| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 983478 | Regional Science and Urban Economics | 2010 | 5 Pages |
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.
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Authors
Fernando Carriazo, Edward Coulson,