Baltagi, Badi; Liu, Long - In: Statistical Papers 55 (2014) 2, pp. 477-486
This paper obtains the joint and conditional Lagrange multiplier (LM) tests for a spatial lag regression model with spatial auto-regressive error derived in Anselin (Reg Sci Urban Ecom 26:77–104, <CitationRef CitationID="CR5">1996</CitationRef>) using artificial double length regressions (DLR). These DLR tests and their corresponding LM...</citationref>