出版社：Suntory Toyota International Centres for Economics and Related Disciplines
摘要：For testing lack of correlation against spatial autoregressive alterna- tives, Lagrange multiplier tests enjoy their usual computational advantages, but the ( 2) rst-order asymptotic approximation to critical values can be poor in small sam- ples. We develop re ned tests for lack of spatial error correlation in regressions, based on Edgeworth expansion. In Monte Carlo simulations these tests, and bootstrap ones, generally signi cantly outperform 2 based tests.
