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Brueckner, Jan K. Saavedra, Luz Amparo 2015-09-25T22:47:43Z 2015-09-25T22:47:43Z 10000-01-01 1998 1998 The proposed GMM versions of the Wald, the Likelihood ratio and the Lagrange multiplier test statistics for spatial lag dependence are based on the GMM estimator suggested by Kelejian and Robinson (1993), and on the work of Newey and West (1987). The tests are asymptotically distributed as chi-squared random variables. Monte Carlo Experiments indicate that, in small samples, the LM and LR tests have good power, but considerable empirical size distortions, while the Wald has good empirical size and power. Made available in DSpace on 2015-09-25T22:47:43Z (GMT). No. of bitstreams: 2 license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5) 9912364.pdf: 6230553 bytes, checksum: 374f5be29be5e2fa7c3c5d034ca9495b (MD5) Previous issue date: 1998 Embargo set by: Seth Robbins for item 86920 Lift date: Forever Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs U of I Only 113 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1998. http://hdl.handle.net/2142/85639 (MiAaPQ)AAI9912364 eng Economics, General Fiscal Competition Among Jurisdictions: Evidence and Methodology text Economics Economics University of Illinois at Urbana-Champaign Dissertation Ph.D.