Testing for spatial autocorrelation: the regressors that make the power disappear
DOI10.1080/07474938.2011.553571zbMATH Open1491.62063OpenAlexW1992914617MaRDI QIDQ5080146FDOQ5080146
Authors: Federico Martellosio 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://centaur.reading.ac.uk/17917/1/Martellosio-MS2008088%282%29.pdf
Recommendations
- Power properties of invariant tests for spatial autocorrelation in linear regression
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
- Nontestability of equal weights spatial dependence
- REFINED TESTS FOR SPATIAL CORRELATION
- Finite sample power of linear regression autocorrelation tests
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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Cited In (9)
- HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
- Higher-order least squares inference for spatial autoregressions
- Testing for spatial correlation under a complete bipartite network
- Power properties of invariant tests for spatial autocorrelation in linear regression
- Power calculations for global and local Moran's \(\ell\)
- A Hausman test for spatial regression model
- Nontestability of equal weights spatial dependence
- On the power of invariant tests for hypotheses on a covariance matrix
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