Piras, Gianfranco; Prucha, Ingmar R. - In: Regional Science and Urban Economics 46 (2014) C, pp. 103-115
This paper explores the properties of pre-test strategies in estimating a linear Cliff–Ord-type spatial model when the researcher is unsure about the nature of the spatial dependence. More specifically, the paper explores the finite sample properties of the pre-test estimators introduced in...