Pede, Valerien O.; Florax, Raymond J.G.M.; Lambert, … - In: Regional Science and Urban Economics 49 (2014) C, pp. 118-128
This paper investigates nonlinearity in parametric spatial process models that incorporate regime-switching by means of a smooth transition autoregressive process. We derive a Lagrange Multiplier (LM) test for nonlinearity as well as several joint LM tests for nonlinearity and the traditional...