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• W2296434877 abstract "For testing lack of correlation against spatial autoregressive alternatives, Lagrange multiplier tests enjoy their usual computational advantages, but the (χ2) first‐order asymptotic approximation to critical values can be poor in small samples. We develop refined tests for lack of spatial error correlation in regressions, based on Edgeworth expansion. In Monte Carlo simulations, these tests, and bootstrap tests, generally significantly outperform χ2‐based tests." @default.
• W2296434877 created "2016-06-24" @default.
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• W2296434877 date "2014-01-21" @default.
• W2296434877 modified "2023-10-16" @default.
• W2296434877 title "Improved Lagrange multiplier tests in spatial autoregressions" @default.
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• W2296434877 doi "https://doi.org/10.1111/ectj.12025" @default.
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