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http://www.scirp.org/journal/PaperInformation.aspx?PaperID=50304#.VDXaWlfHRK0
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.
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Cite this paper
Gao, J. and Wang, W. (2014) Testing for Spatial
Correlations with Randomly Missing Observations in the Dependent
Variable. Theoretical Economics Letters, 4, 623-633. doi: 10.4236/tel.2014.48079.
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