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Specification searches in spatial econometrics: the relevance of Hendry's methodology

Article Abstract:

The authors find that the classical stepwise procedure of setting specifications outperforms other recent methods suggested in the research.

Author: Florax, Raymond J.G.M., Folmer, Hendrik, Rey, Sergio J.
Publisher: Elsevier B.V.
Publication Name: Regional Science & Urban Economics
Subject: Social sciences
ISSN: 0166-0462
Year: 2003

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A comment on specification searches in spatial econometrics: the relevance of Hendry's methodology: a reply

Article Abstract:

A critical analysis of D.F. Hendry's study on specification searches in spatial econometrics is presented.

Author: Florax, Raymond J.G.M., Folmer, Hendrik, Rey, Sergio J.
Publisher: Elsevier B.V.
Publication Name: Regional Science & Urban Economics
Subject: Social sciences
ISSN: 0166-0462
Year: 2006
United States, Works, Hendry, D.F.

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Properties of tests for spatial error components

Article Abstract:

This research explores an alternative form of testing specification tests.

Author: Anselin, Luc, Moreno, Rosina
Publisher: Elsevier B.V.
Publication Name: Regional Science & Urban Economics
Subject: Social sciences
ISSN: 0166-0462
Year: 2003
Product information, Testing, Error analysis (Mathematics)

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Subjects list: Research, Econometrics, Spatial analysis (Statistics)
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