A Hausman test for spatial regression model

Monalisa Sen, Anil K. Bera, Yu Hsien Kao

Research output: Chapter in Book/Report/Conference proceedingConference contribution


In this chapter we investigate the finite sample properties of a Hausman test for the spatial error model (SEM) proposed by Pace and LeSage (2008). In particular, we demonstrate that the power of their test could be very low against a natural alternative like the spatial autoregressive (SAR) model.

Original languageEnglish (US)
Title of host publicationEssays in Honor of Jerry Hausman
EditorsBadi Baltagi, Carter Hill, Whitney Newey, Halbert White
Number of pages13
StatePublished - 2012
Externally publishedYes

Publication series

NameAdvances in Econometrics
ISSN (Print)0731-9053


  • Hausman test
  • Monte Carlo study
  • Spatial autoregression model
  • Spatial error model
  • Specification test

ASJC Scopus subject areas

  • Economics and Econometrics


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