A sieve-based, heteroskedasticity-robust LM test for linearity of the spatial lag in spatial autoregressive models is derived with standard normal asymptotics and applied to Finnish municipality tax data.
Calv \'o -Armengol, and Y
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Testing linearity of spatial interaction functions \`a la Ramsey
A sieve-based, heteroskedasticity-robust LM test for linearity of the spatial lag in spatial autoregressive models is derived with standard normal asymptotics and applied to Finnish municipality tax data.