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Metadata Details
Spatial Econometrics -- 3 � Specification Testing (3) Anselin
Contributed by Luc Anselin |
| version |
Summer 2002 |
| status |
Final |
| rights_restrictions |
yes |
| rights_description |
Copyright of these materials is held by the Regents of the University of California. Permission is granted for limited reproduction of these materials for non-commercial education uses only, providing the source is clearly acknowledged. |
| rights_cost |
no |
| resource_type |
Lecture Materials |
| metametadata_contributor_role |
Creator |
| metametadata_contributor_entity |
David Fearon, fear@umail.ucsb.edu |
| metametadata_contributor_date |
2002-07-09 |
| location |
| http://geog55.gis.uiuc.edu/ace492se/spectest3.html |
| learning_time |
2:00:00 |
| keywords |
Economics, spatial econometrics, spatial statistics, spatial lag, specification testing, spatial economics, Kelejian-Robinson test, LM test, small sampleproperties, hypothesis tests, search strategy |
| format |
application/pdf |
| end_user_role |
Teacher |
| description |
Course Syllabus ACE 492 SE Luc Anselin Spatial econometrics lecture notes 5 Specification Testing� Testing Against Higher Order Models higher order alternatives, LM test against SARMA/SARSAR, LM test against error in lag model, LM test against lag in error model, LM test against SARMA(p,q) alternatives, LM test in lag model with endogeneity, test for spatial dependence with heteroskedasticity. Specification Robust Tests local misspecification, principle, LM error test robust to lag, LM lag test robust to error, interpretation. Small Sample Properties illustrative case studies. Specification Search forward and backward specification searches, search strategy. |
| CSISS_interest_area |
spatial econometrics,spatial statistic |
| CSISS_discipline |
Economics |
| contributor_role_1 |
Author |
| contributor_entity_1 |
Luc Anselin |
| contributor_date_1 |
2002-01-22 |
| contributor_role_2 |
Department of Agricultural and Consu |
| contributor_entity_2 |
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| contributor_date_2 |
0000-00-00 |
| aggregation_level |
1 |
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