NON-NESTED TESTS ON THE WEIGHT STRUCTURE IN SPATIAL AUTOREGRESSIVE MODELS: SOME MONTE CARLO RESULTS* |
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| Authors: | Luc Anselin |
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| Institution: | Associate Professor of Geography, University of California, Santa Barbara. |
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| 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. |
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