A test for spatial autocorrelation in seemingly unrelated regressions

Luc Anselin

doi:10.1016/0165-1765(88)90009-2

A test for spatial autocorrelation in seemingly unrelated regressions

Luc Anselin

Arizona State University

Research output: Contribution to journal › Article › peer-review

96 Scopus citations

Abstract

A Lagrange multiplier test is proposed for spatial autocorrelation in the error term of the equations in a seemingly unrelated regression (SUR) model. This test extends approaches developed for single equation models to the SUR context.

Original language	English (US)
Pages (from-to)	335-341
Number of pages	7
Journal	Economics Letters
Volume	28
Issue number	4
DOIs	https://doi.org/10.1016/0165-1765(88)90009-2
State	Published - 1988

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/0165-1765(88)90009-2

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abstract = "A Lagrange multiplier test is proposed for spatial autocorrelation in the error term of the equations in a seemingly unrelated regression (SUR) model. This test extends approaches developed for single equation models to the SUR context.",

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A test for spatial autocorrelation in seemingly unrelated regressions

Abstract

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