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.

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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.

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Properties of tests for spatial error components

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This research explores an alternative form of testing specification tests.

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