@inproceedings{32c6c016b37241eb813706fcfb447384,
title = "A Hausman test for spatial regression model",
abstract = "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.",
keywords = "Hausman test, Monte Carlo study, Spatial autoregression model, Spatial error model, Specification test",
author = "Monalisa Sen and Bera, {Anil K.} and Kao, {Yu Hsien}",
year = "2012",
doi = "10.1108/S0731-9053(2012)0000029023",
language = "English (US)",
isbn = "9781781903070",
series = "Advances in Econometrics",
pages = "547--559",
editor = "Badi Baltagi and Carter Hill and Whitney Newey and Halbert White",
booktitle = "Essays in Honor of Jerry Hausman",
}