A test for spatial autocorrelation in seemingly unrelated regressions

Luc Anselin

Research output: Contribution to journalArticle

52 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 languageEnglish (US)
Pages (from-to)335-341
Number of pages7
JournalEconomics Letters
Volume28
Issue number4
DOIs
StatePublished - 1988

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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