Non-nested testing of spatial correlation
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Publication:494415
DOI10.1016/J.JECONOM.2015.02.044zbMATH Open1337.62301OpenAlexW2108167094MaRDI QIDQ494415FDOQ494415
Authors: Miguel Delgado, Peter M. Robinson 
Publication date: 1 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.044
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
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Cited In (19)
- Spatial dependence in option observation errors
- GEL estimation and tests of spatial autoregressive models
- Estimation of spatial autoregressions with stochastic weight matrices
- Higher-order least squares inference for spatial autoregressions
- Large sample inference on spatial dependence
- Title not available (Why is that?)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Correlation testing in time series, spatial and cross-sectional data
- Distribution of Increases in Residual Log Likelihood for Nested Spatial Models
- Inference in a similarity-based spatial autoregressive model
- Normality tests for spatially correlated data
- Nonparametric testing for the specification of spatial trend functions
- REFINED TESTS FOR SPATIAL CORRELATION
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- A likelihood ratio test for spatial model selection
- Autoregressive spatial spectral estimates
- Study of spatial relationships between two sets of variables: a nonparametric approach
- Testing independence between two spatial random fields
- Spatial autoregressions with an extended parameter space and similarity-based weights
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