A spatial Hausman test

Authors

R. Kelley Pace, E. J. Ourso College of Business
James P. LeSage, McCoy College of Business

Document Type

Article

Publication Date

12-1-2008

Abstract

Often, authors report materially different OLS and spatial error model estimates. However, under the null of correct specification, these estimates should be similar. We propose a spatial Hausman test and conduct a Monte Carlo experiment to examine its performance. © 2008 Elsevier B.V. All rights reserved.

Publication Source (Journal or Book title)

Economics Letters

First Page

282

Last Page

284

Recommended Citation

Kelley Pace, R., & LeSage, J. (2008). A spatial Hausman test. Economics Letters, 101 (3), 282-284. https://doi.org/10.1016/j.econlet.2008.09.003