Skip to main content
SpringerLink
Log in

A spatial J-test for model specification against a single or a set of non-nested alternatives

  • Original Paper
  • Published:
Letters in Spatial and Resource Sciences Aims and scope Submit manuscript

Abstract

In this paper we suggest a J-type test for a given spatial model against one or more non-nested alternatives. The considered models can, but need not, contain spatial lags in both the dependent variable and disturbance term. The test is computationally simple and quite intuitive. Our suggested test is based on formal large sample results which account for triangular arrays.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Anselin, L.: Non-nested tests on the weight structure in spatial autoregressive models: some Monte Carlo results. J. Reg. Sci. 26, 267–284 (1986)

    Article  Google Scholar 

  • Davidson, R., MacKinnon, J.: Several tests for model specification in the presence of alternative hypotheses. Econometrica 49, 781–794 (1981)

    Article  Google Scholar 

  • Godfrey, L.: Testing non-nested models after estimation by instrumental variables or least squares. Econometrica 51, 355–366 (1983)

    Article  Google Scholar 

  • Greene, W.: Econometric Analysis, 5th edn. Prentice-Hall, Upper Saddle River (2003)

    Google Scholar 

  • Kelejian, H.H., Prucha, I.R.: A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. J. Real Estate Finance Econ. 17, 99–121 (1998)

    Article  Google Scholar 

  • Kelejian, H.H., Prucha, I.R.: A generalized moments estimator for the autoregressive parameter in a spatial model. Int. Econ. Rev. 40, 509–533 (1999)

    Article  Google Scholar 

  • Kapoor, M., Kelejian, H., Prucha, I.: Panel data models with spatially correlated error components. J. Econom. 140, 97–130 (2007)

    Article  Google Scholar 

  • Kmenta, J.: Elements of Econometrics, 2nd edn. Macmillan, New York (1986)

    Google Scholar 

  • MacKinnon, J., White, H., Davidson, R.: Tests for model specification in the presence of alternative hypotheses. Econometrica 21, 53–70 (1983)

    Article  Google Scholar 

  • Pesaran, M., Weeks, M.: Non-nested hypothesis testing: an overview. In: Baltagi, B. (ed.) A Companion to Theoretical Econometrics. Blackwell, Malden (2001)

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Economics, University of Maryland, College Park, MD, 20742, USA

    Harry H. Kelejian

Authors
  1. Harry H. Kelejian
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Harry H. Kelejian.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kelejian, H.H. A spatial J-test for model specification against a single or a set of non-nested alternatives. Lett Spat Resour Sci 1, 3–11 (2008). https://doi.org/10.1007/s12076-008-0001-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12076-008-0001-9

Keywords

JEL

Search

Navigation