NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE
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Publication:3108570
DOI10.1017/S0266466611000089zbMath1442.62114MaRDI QIDQ3108570
Publication date: 4 January 2012
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (2)
Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear ⋮ ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
Cites Work
- Spatial lag test with equal weights
- Locally robust tests for serial correlation in least squares regression
- Spurious spatial regression with equal weights
- THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
- Linear Models with Exchangeably Distributed Errors
- Note on a Condition for Equality of Sample Variances in a Linear Model
- Handbook of Graph Theory
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
- Testing Statistical Hypotheses
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