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Volumn 1, Issue 1, 2008, Pages 3-11

A spatial J-test for model specification against a single or a set of non-nested alternatives

Author keywords

Model specification; Non nested J test; Spatial models

Indexed keywords


EID: 49749133557     PISSN: 18644031     EISSN: 1864404X     Source Type: Journal    
DOI: 10.1007/s12076-008-0001-9     Document Type: Article
Times cited : (75)

References (10)
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    • Anselin, L.1
  • 2
    • 0019682536 scopus 로고
    • Several tests for model specification in the presence of alternative hypotheses
    • Davidson, R., MacKinnon, J.: Several tests for model specification in the presence of alternative hypotheses. Econometrica 49, 781-794 (1981)
    • (1981) Econometrica , vol.49 , pp. 781-794
    • Davidson, R.1    MacKinnon, J.2
  • 3
    • 0001674155 scopus 로고
    • Testing non-nested models after estimation by instrumental variables or least squares
    • Godfrey, L.: Testing non-nested models after estimation by instrumental variables or least squares. Econometrica 51, 355-366 (1983)
    • (1983) Econometrica , vol.51 , pp. 355-366
    • Godfrey, L.1
  • 4
    • 0004296209 scopus 로고    scopus 로고
    • 5th edn. Prentice-Hall, Upper Saddle River
    • Greene, W.: Econometric Analysis, 5th edn. Prentice-Hall, Upper Saddle River (2003)
    • (2003) Econometric Analysis
    • Greene, W.1
  • 5
    • 0032373368 scopus 로고    scopus 로고
    • A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances
    • Kelejian, H.H., Prucha, I.R.: A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. J. Real Estate Finance Econ. 17, 99-121 (1998)
    • (1998) J. Real Estate Finance Econ. , vol.17 , pp. 99-121
    • Kelejian, H.H.1    Prucha, I.R.2
  • 6
    • 0346942395 scopus 로고    scopus 로고
    • A generalized moments estimator for the autoregressive parameter in a spatial model
    • Kelejian, H.H., Prucha, I.R.: A generalized moments estimator for the autoregressive parameter in a spatial model. Int. Econ. Rev. 40, 509-533 (1999)
    • (1999) Int. Econ. Rev. , vol.40 , pp. 509-533
    • Kelejian, H.H.1    Prucha, I.R.2
  • 7
    • 34547582105 scopus 로고    scopus 로고
    • Panel data models with spatially correlated error components
    • Kapoor, M., Kelejian, H., Prucha, I.: Panel data models with spatially correlated error components. J. Econom. 140, 97-130 (2007)
    • (2007) J. Econom. , vol.140 , pp. 97-130
    • Kapoor, M.1    Kelejian, H.2    Prucha, I.3
  • 9
    • 0002337731 scopus 로고
    • Tests for model specification in the presence of alternative hypotheses
    • MacKinnon, J., White, H., Davidson, R.: Tests for model specification in the presence of alternative hypotheses. Econometrica 21, 53-70 (1983)
    • (1983) Econometrica , vol.21 , pp. 53-70
    • MacKinnon, J.1    White, H.2    Davidson, R.3
  • 10
    • 33847076910 scopus 로고    scopus 로고
    • Non-nested hypothesis testing: An overview
    • In: Baltagi, B. (ed.) Blackwell, Malden
    • Pesaran, M., Weeks, M.: NAn-nested hypothesis testing: an overview. In: Baltagi, B. (ed.) A Companion to Theoretical Econometrics. Blackwell, Malden (2001)
    • (2001) A Companion to Theoretical Econometrics
    • Pesaran, M.1    Weeks, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.