REFINED TESTS FOR SPATIAL CORRELATION
نویسندگان
چکیده
منابع مشابه
Refined Tests for Spatial Correlation
We consider testing the null hypothesis of no spatial correlation against the alternative of pure first order spatial autoregression. A test statistic based on the least squares estimate has good first-order asymptotic properties, but these may not be relevant in small or moderate-sized samples, especially as (depending on properties of the spatial weight matrix) the usual parametric rate of co...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2014
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466614000498