LM tests for spatial correlation in spatial models with limited dependent variables

B-Tier
Journal: Regional Science and Urban Economics
Year: 2012
Volume: 42
Issue: 3
Pages: 430-445

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Models of limited dependent variables are of great interest in econometrics. This paper focuses on the specification and hypothesis test of spatial models which have a Tobit structure. We derive an extended central limit theorem for statistics of a linear–quadratic form with multivariate random variables. We consider the LM statistics for testing spatial correlation and establish their asymptotic distributions. The tests are applied to an empirical example: we detect the presence of competition among school districts on school district income tax in Iowa.

Technical Details

RePEc Handle
repec:eee:regeco:v:42:y:2012:i:3:p:430-445
Journal Field
Urban
Author Count
2
Added to Database
2026-01-25