Le, Canh Quang; Li, Dong - In: Economics Letters 101 (2008) 3, pp. 253-257
In this paper we derive test statistics based on Double-Length Regressions (DLRs) for testing functional forms and spatial error dependence. These DLR tests are computationally simple. Their Monte Carlo performance is similar to that of the Hessian-based Lagrangian Multiplier tests.
