A test for spatial autocorrelation in seemingly unrelated regressions

DOI10.1016/0165-1765(88)90009-2MaRDI QIDQ902602zbMATH OpenOpenAlexWikidataFDO

Authors Luc Anselin

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(88)90009-2

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

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• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
• Model Specification Tests Based on Artificial Linear Regressions
• Some new estimators in spatial econometrics
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

Cited in

(73)

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• A simple closed-form relation between spatial weight matrices with different scalings
• EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
• Proximity-structured multivariate volatility models
• Testing for spatial autocorrelation: the regressors that make the power disappear
• Reconstructing missing data sequences in multivariate time series: an application to environmental data
• Spatial dependence through local yardstick competition: theory and testing
• Clustering space-time series: FSTAR as a flexible STAR approach
• Testing weak cross-sectional dependence in large panels
• Regression modelling of the flows in an input-output table with accounting constraints
• Local spatial biclustering and prediction of urban juvenile delinquency and recidivism
• Modelling transport mode decisions using hierarchical logistic regression models with spatial and cluster effects
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
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• Simultaneous Spatial Panel Data Models with Common Shocks
• Spatial dynamics of major infectious diseases outbreaks: a global empirical assessment
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• A semiparametric spatial dynamic model
• Impacts of negative spatial autocorrelation on frequency distributions
• On estimation of parameters for spatial autoregressive model
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
• Bayesian spatial regression models with closed skew normal correlated errors and missing observations
• Efficient pairwise composite likelihood estimation for spatial-clustered data
• The size and power of bootstrap tests for spatial dependence in a linear regression model
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• Spatial effects in dynamic conditional correlations
• Estimation of partially linear single-index spatial autoregressive model
• Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
• Examining the effect of social influence on student performance through network autocorrelation models
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• scientific article; zbMATH DE number 7387515 (Why is no real title available?)
• scientific article; zbMATH DE number 7387516 (Why is no real title available?)
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• Spatially varying SAR models and Bayesian inference for high-resolution lattice data
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• An automatic classification and robust segmentation procedure of spatial objects
• Bootstrap for estimating the MSE of the spatial EBLUP
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• A novel spatial outlier detection technique
• Econometric analysis of high dimensional VARs featuring a dominant unit
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• TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
• Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
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• A hitchhiker's view on spatial statistics and spatial econometrics for lattice data
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• On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice
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• REFINED TESTS FOR SPATIAL CORRELATION
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• Testing Spatial Autocorrelation in Weighted Networks: The Modes Permutation Test
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• A spatial analysis on Italian unemployment differences
• Technical efficiency and spatial econometric model: application to rice production of Thailand
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