Nontestability of equal weights spatial dependence

DOI10.1017/S0266466611000089zbMATH Open1442.62114MaRDI QIDQ3108570FDOQ3108570

Authors: Federico Martellosio 

Publication date: 4 January 2012

Published in: Econometric Theory (Search for Journal in Brave)

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• Testing for spatial autocorrelation: the regressors that make the power disappear
• Spatial lag test with equal weights
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• REFINED TESTS FOR SPATIAL CORRELATION
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Mathematics Subject Classification ID

Directional data; spatial statistics (62H11)

Cites Work

• Testing Statistical Hypotheses
• Handbook of Graph Theory
• Spurious spatial regression with equal weights
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Linear Models with Exchangeably Distributed Errors
• Locally robust tests for serial correlation in least squares regression
• Note on a Condition for Equality of Sample Variances in a Linear Model
• Spatial lag test with equal weights
• The available information for invariant tests of a unit root

Cited In (7)

• Testing spatial dependence in spatial models with endogenous weights matrices
• Testing for spatial autocorrelation: the regressors that make the power disappear
• Testing for spatial correlation under a complete bipartite network
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Spurious spatial regression with equal weights
• Spatial lag test with equal weights
• On the power of invariant tests for hypotheses on a covariance matrix

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