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Testing for Spatial Correlations with Randomly Missing Observations in the Dependent Variable
2014
Theoretical Economics Letters
Preserved Fulltext
We consider LM tests for spatial correlations in the spatial error model (SEM) and spatial autoregressive model (SAM) with randomly missing data in the dependent variable. We derive the formulas of the LM test statistics and provide finite sample performance of the LM tests through Monte Carlo experiments.
doi:10.4236/tel.2014.48079
fatcat:l3vwvxpanff5rmrhfokbc7fale