On the asymptotic distribution of the Moran I test stastistic with applications

DOI10.1016/S0304-4076(01)00064-1zbMATH Open1002.62019OpenAlexW2146326366MaRDI QIDQ5952952FDOQ5952952

Authors: 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

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zbMATH Keywords

central limit theoremspatial autocorrelationMoran I test

Mathematics Subject Classification ID

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

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• Testing for heteroskedasticity and spatial correlation in a random effects panel data model
• Estimating flow data models of international trade: dual gravity and spatial interactions
• A spatial autoregressive model with a nonlinear transformation of the dependent variable
• QML estimation of dynamic panel data models with spatial errors
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• Spatial correlation robust inference with errors in location or distance
• The origin of spatial interaction
• A note on the Cliff and Ord test for spatial correlation in panel models
• Higher-order least squares inference for spatial autoregressions
• Social threshold regression
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• The Moran coefficient for non-normal data
• Inference with dependent data using cluster covariance estimators
• Semiparametric GMM estimation of spatial autoregressive models
• The size and power of bootstrap tests for spatial dependence in a linear regression model
• Correlation testing in time series, spatial and cross-sectional data
• An unbalanced spatial panel data approach to US state tax competition
• Nonparametric spatial regression with spatial autoregressive error structure
• Spatial-temporal Model with Heterogeneous Random Effects
• An efficient GMM estimator of spatial autoregressive models
• Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• A generalized spatial panel data model with random effects
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
• Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
• Specification testing in models with many instruments
• Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
• REFINED TESTS FOR SPATIAL CORRELATION
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• A robust test for network generated dependence
• Estimation of spatial autoregressive panel data models with fixed effects
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• HAC estimation in a spatial framework
• Panel data models with spatially correlated error components
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects
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• Estimation and inference in spatial models with dominant units
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• Empirical likelihood for panel data models with spatial errors
• Hahn-Hausman test as a specification test
• One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
• Empirical likelihood and GMM for spatial models
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
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• On the bootstrap for Moran's \(I\) test for spatial dependence
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• Residual bootstrap tests in linear models with many regressors
• QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
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• A note on spatial-temporal lattice modeling and maximum likelihood estimation
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• Consistent two-stage estimation in heterogeneous network autoregressive model
• Common factors and spatial dependence: an application to US house prices
• Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
• Unified M-estimation of matrix exponential spatial dynamic panel specification
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• Testing for spatial correlation under a complete bipartite network
• Large sample properties of the matrix exponential spatial specification with an application to FDI
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• The LLN and CLT for U-statistics under cross-sectional dependence
• Testing many restrictions under heteroskedasticity
• Indirect inference estimation of higher-order spatial autoregressive models

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