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Estimating and Testing Spatial Models (3)

Fri. May 28, 2021 10:10 AM - 12:10 PM A

Chair:Genya Kobayashi

10:40 AM - 11:10 AM

[6-A-02] Testing for Spatial Dependence in a Spatial Autoregressive (SAR) Model in Presence of Endogenous Regressors

*Malabika Koley¹, Anil K. Bera¹ (1. Univ. of Illinois at Urbana Champaign)

Keywords:Spatial Dependence, Spatial Autoregressive (SAR) Model, Endogenous Regressor, Model Specification Test, Rao's Score Test

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