A simple spatial dependence test robust to local and distributional misspecifications

DOI10.1016/J.ECONLET.2014.05.015MaRDI QIDQ485576zbMATHOpenAlexFDO

Authors Ying Fang, Sung-Young Park, Jinfeng Zhang

Publication date 12 January 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://research.soe.xmu.edu.cn/repec/upload/20101111755527055475115776.pdf

zbMATH Keywords

spatial dependencescore testrobust testdistribution misspecificationlocal misspecification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• scientific article; zbMATH DE number 3666013 (Why is no real title available?)
• A test for the serial independence of residuals
• Implicit Alternatives and the Local Power of Test Statistics
• Maximum Likelihood Estimation of Misspecified Models
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Standardized LM tests for spatial error dependence in linear or panel regressions

Cited in

(5)

• Testing spatial dependence in spatial models with endogenous weights matrices
• Simple regression-based tests for spatial dependence
• Spatial dependence in option observation errors
• Robust test for spatial error model: considering changes of spatial layouts and distribution misspecification
• A robust test for network generated dependence

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