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In this note, we compare three test statistics that have been suggested to assess the presence of spatial error autocorrelation in probit models. We highlight the differences between the tests proposed by Pinkse and Slade (J Econom 85(1):125–254, 1998), Pinkse (Asymptotics of the Moran test and a test for spatial correlation in Probit models, 1999; Advances in Spatial Econometrics, 2004) and Kelejian...
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