Spatial autocorrelation or model misspecification? The help from RESET and the curse of small samples

نویسندگان

  • Andrea Vaona
  • A. Vaona
چکیده

In regression analysis, model misspecification can produce spurious spatial correlation in the residuals. By means of Monte Carlo simulations, I show that the RESET test can help to disentangle this conundrum in large samples. Small samples can pose a serious challenge to finding the correct model.

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تاریخ انتشار 2009