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

By X. Qu, Lung-fei Lee. 2012

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/e2b49a5337987f99732544ff0a5aa1bda4eda0bd

How researchers see this paper

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In Economics and Econometrics

1. Xingbai Xu
2. X. Qu
3. Lung-fei Lee
4. Xiaodong Liu
5. Zhenlin Yang
6. Jihai Yu
7. Peter M. Robinson
8. J. Paul Elhorst

Citations in the corpus

• Maximum likelihood estimation of a spatial autoregressive Tobit model (2015, background): “Qu and Lee (2012) assume the reaction function of an agent is linear, which is implied by a linear-quadratic utility function.”
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix (2015, background): “Assumption 4.2), also imposed in Qu and Lee (2012), allows for a row-normalized spatial weight matrix: wij,n = hij(zi,n, zj,n)/ ∑ ρik≤ρc hik(zi,n, zk,n).”