Jin, Fei; Lee, Lung-fei - In: Regional Science and Urban Economics 43 (2013) 4, pp. 590-616
In this paper, we consider the Cox-type tests of non-nested hypotheses for spatial autoregressive (SAR) models with SAR disturbances. We formally derive the asymptotic distributions of the test statistics. In contrast to regression models, we show that the Cox-type and J-type tests for...