A simple spatial dependence test robust to local and distributional misspecifications

DOI10.1016/J.ECONLET.2014.05.015zbMATH Open1303.62045OpenAlexW2002442378MaRDI QIDQ485576FDOQ485576

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

Recommendations

• Simple regression-based tests for spatial dependence
• Robust test for spatial error model: considering changes of spatial layouts and distribution misspecification
• The robustness of the F-test to spatial autocorrelation among regression disturbances
• Locally adjusted LM test for spatial dependence in fixed effects panel data models
• A simple test for spatial heteroscedasticity in spatially varying coefficient models
• A test for spatial autocorrelation in seemingly unrelated regressions
• scientific article; zbMATH DE number 970672
• An asymptotic test for separability of a spatial autoregressive model
• Tests of Spatial Randomness Adjusted for an Inhomogeneity

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)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Title not available (Why is that?)
• A test for the serial independence of residuals
• Implicit Alternatives and the Local Power of Test Statistics
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• 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
• Spatial dependence in option observation errors
• A robust test for network generated dependence
• Simple regression-based tests for spatial dependence
• Robust test for spatial error model: considering changes of spatial layouts and distribution misspecification

This page was built for publication: A simple spatial dependence test robust to local and distributional misspecifications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q485576)