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Advances in Econometrics
Essays in Honor of Jerry Hausman
Edited by
Badi H. Baltagi
Badi H. Baltagi
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R. Carter Hill
R. Carter Hill
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Whitney K. Newey
Whitney K. Newey
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Halbert L. White
Halbert L. White
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Author and Other Information
Emerald Group Publishing Limited
Volume
29
DOI:
https://doi.org/10.1108/S0731-9053(2012)29
ISBN electronic:
978-1-78190-308-7
ISBN print:
978-1-78190-307-0
Series ISSN:
0731-9053
Publication date:
2012
Book Chapter

A Hausman Test for Spatial Regression Model

By
Monalisa Sen;
Monalisa Sen
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Anil K. Bera;
Anil K. Bera
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Yu-Hsien Kao
Yu-Hsien Kao
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Author and Other Information
Monalisa Sen
Anil K. Bera
Yu-Hsien Kao
© Emerald Group Publishing Limited
2012
Doi:
https://doi.org/10.1108/S0731-9053(2012)0000029023
  • Published:
    2012
© Emerald Group Publishing Limited
2012

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.

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