On the asymptotic distribution of the Moran \(I\) test stastistic with applications

DOI10.1016/S0304-4076(01)00064-1zbMath1002.62019OpenAlexW2146326366MaRDI QIDQ5952952

Harry H. Kelejian, Ingmar R. Prucha

Publication date: 9 April 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00064-1

zbMATH Keywords

central limit theoremMoran I testspatial autocorrelation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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