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You searched for "lagrange multiplier test"

Econometrics Paper
Improved Lagrange Multiplier Tests in Spatial Autoregressions Peter M Robinson and Francesca Rossi
October 2013
Paper No' EM/2013/566:
Read Abstract | Full Paper (pdf)

JEL Classification: C29

Tags: spatial autocorrelation; lagrange multiplier test; edgeworth expansion; bootstrap; finite-sample corrections.

Econometrics Paper
Correlation Testing in Time Series, Spatial and Cross-Sectional Data Peter M Robinson
January 2009
Paper No' EM/2009/530:
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JEL Classification: C21; C22; C29

Tags: heteroscedasticity; lagrange multiplier tests.