Nontestability of equal weights spatial dependence

DOI10.1017/S0266466611000089MaRDI QIDQ3108570zbMATH OpenFDO

Authors Federico Martellosio

Publication date 4 January 2012

Published in Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11)

Recommendations

• Testing for spatial autocorrelation: the regressors that make the power disappear
• Spatial lag test with equal weights
• Power properties of invariant tests for spatial autocorrelation in linear regression
• REFINED TESTS FOR SPATIAL CORRELATION
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion

Cites work

• Handbook of Graph Theory
• 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
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Spatial lag test with equal weights
• Spurious spatial regression with equal weights
• Testing Statistical Hypotheses
• The available information for invariant tests of a unit root

Cited in

(7)

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

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