Article citationsMore>>

Wang, W, and Lee, L. (2013a) Estimation of Spatial Autoregressive Models with Randomly Missing Data in the Dependent Variable. Econometrics Journal, 16, 73-102. http://dx.doi.org/10.1111/j.1368-423X.2012.00388.x

has been cited by the following article:

• TITLE: Testing for Spatial Correlations with Randomly Missing Observations in the Dependent Variable

  AUTHORS: Jing Gao, Wei Wang

  KEYWORDS: LM Test, Spatial Correlations, Missing Data, Dependent Variable

  JOURNAL NAME: Theoretical Economics Letters, Vol.4 No.8, October 7, 2014

  ABSTRACT: 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.