Moran–Flavoured Tests with Nuisance Parameters: Examples
نویسنده
چکیده
In this paper I illustrate the use of general conditions, derived by Pinkse (1999), under which Moran–flavoured tests for spatial correlation and spatial cross–correlation have a limiting normal distribution in the presence of nuisance parameters in six frequently encountered spatial models. The conditions are weaker than those in related work by other authors and the class of nuisance parameter problems allowed is far broader. ∗Department of Economics, The University of British Columbia, 997-1873 East Mall, Vancouver, V6T 1Z1, Canada, [email protected]. †This research was financially supported by the Social Sciences and Humanities Research Council of Canada. I thank Luc Anselin, Raymond Florax, and one anonymous referee for useful comments. I thank Jennifer Innes for editorial suggestions.
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