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An extension of Kelejian's J-test for non-nested spatial models
12 references·0 citing·37 second hop
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References

  • 1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances1,979 cited
  • 1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model1,478 cited
  • 2003Testing panel data regression models with spatial error correlation592 cited
  • 2003Specification searches in spatial econometrics: the relevance of Hendry’s methodology572 cited
  • 1995New Directions in Spatial Econometrics469 cited
  • 1995Small Sample Properties of Tests for Spatial Dependence in Regression Models: Some Further Results459 cited
  • 2011New Directions in Spatial Econometrics430 cited
  • 2006Testing for serial correlation, spatial autocorrelation and random effects using panel data390 cited
  • 2009A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*314 cited
  • 2007Wildfire Risk and Housing Prices: A Case Study from Colorado Springs161 cited
  • 2008A spatial J-test for model specification against a single or a set of non-nested alternatives105 cited
  • 2007The relative efficiencies of various predictors in spatial econometric models containing spatial lags89 cited

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