Double-Length Regression tests for testing functional forms and spatial error dependence

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 101
Issue: 3
Pages: 253-257

Authors (2)

Le, Canh Quang (not in RePEc) Li, Dong (University of Texas-Dallas)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:101:y:2008:i:3:p:253-257
Journal Field
General
Author Count
2
Added to Database
2026-01-25