文章基本信息

标题：Testing for Spatial Correlations with Randomly Missing Observations in the Dependent Variable
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作者：Jing Gao 1 , Wei Wang
期刊名称：Theoretical Economics Letters
印刷版ISSN：2162-2078
电子版ISSN：2162-2086
出版年度：2014
卷号：04
期号：08
页码：623-633
DOI：10.4236/tel.2014.48079
语种：English
出版社：Scientific Research Publishing
摘要：We consider LM tests for spatial correlations in the spatial error model (SEM) and spatial autoregressive model (SAM) with randomly missing data in the dependent variable. We derive the formulas of the LM test statistics and provide finite sample performance of the LM tests through Monte Carlo experiments.
关键词：LM Test; Spatial Correlations; Missing Data; Dependent Variable