NON‐NESTED TESTS ON THE WEIGHT STRUCTURE IN SPATIAL AUTOREGRESSIVE MODELS: SOME MONTE CARLO RESULTS

Luc Anselin

Research output: Contribution to journalArticle

34 Scopus citations

Abstract

ABSTRACT. This paper presents some further results with respect to hypothesis tests for the appropriate structure of dependence in mixed regressive/spatial‐autoregressive relations. Three tests on non‐nested hypotheses are considered, which are based on the use of augmented regressions, and their small sample performance is compared in a number of Monte Carlo simulation experiments.

Original languageEnglish (US)
Pages (from-to)267-284
Number of pages18
JournalJournal of Regional Science
Volume26
Issue number2
DOIs
StatePublished - 1986
Externally publishedYes

ASJC Scopus subject areas

  • Development
  • Environmental Science (miscellaneous)

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