Spatial correlation robust inference with errors in location or distance

DOI10.1016/j.jeconom.2006.09.003zbMath1418.62312MaRDI QIDQ280268

Timothy G. Conley, Francesca Molinari

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cae.economics.cornell.edu/05-12.pdf

zbMATH Keywords

measurement error; parametric bootstrap; spatial models; specification test; HAC estimation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

HAC estimation in a spatial framework, Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix, Memory properties and aggregation of spatial autoregressive models, Autoregressive spatial spectral estimates, Inference for spatial autoregressive models with infinite variance noises, Limit theorems for network dependent random variables, Testing for sphericity in a fixed effects panel data model

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