POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION

DOI10.1017/S0266466609090641zbMath1181.62106MaRDI QIDQ5187625

Federico Martellosio

Publication date: 26 February 2010

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62M30: Inference from spatial processes

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

62F05: Asymptotic properties of parametric tests

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Efficiency of the OLS estimator in the vicinity of a spatial unit root, Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation, ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS, Simple regression‐based tests for spatial dependence, NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE

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