Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=50304#.VDXaWlfHRK0 Author(s) Jing Gao 1 , Wei Wang 2 Affiliation(s) 1 College of Sciences, Shanghai Institute of Technology, Shanghai, China . 2 Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China . ABSTRACT 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. KEYWORDS LM Test , Spatial Correlations , Missing Dat...
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