NON‐NESTED TESTS ON THE WEIGHT STRUCTURE IN SPATIAL AUTOREGRESSIVE MODELS: SOME MONTE CARLO RESULTS*
研究了混合回归/空间自回归关系中依赖结构的假设检验，比较了三种基于增广回归的非嵌套检验在小样本下的表现。
ABSTRACT. This paper presents some further results with respect to hypothesis tests for the appropriate structure of dependence in mixed regressive/spatial‐autoregressive relations. Three tests on non‐nested hypotheses are considered, which are based on the use of augmented regressions, and their small sample performance is compared in a number of Monte Carlo simulation experiments.