A test for spatial autocorrelation in seemingly unrelated regressions

DOI10.1016/0165-1765(88)90009-2zbMATH Open1328.62406OpenAlexW2062649744WikidataQ127012730 ScholiaQ127012730MaRDI QIDQ902602FDOQ902602

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

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

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• Efficient pairwise composite likelihood estimation for spatial-clustered data
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• A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions
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• Bayesian analysis of partially linear, single-index, spatial autoregressive models
• Spatial effects in dynamic conditional correlations
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• On the Lagrange multiplier test for spatial correlation in econometric models
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• Spatial J-test: some Monte Carlo evidence
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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• A spatial analysis on Italian unemployment differences
• Spatial dependence between training and test sets: another pitfall of classification accuracy assessment in remote sensing
• Simple regression-based tests for spatial dependence
• Asymptotic properties of the estimators of the semi-parametric spatial regression model
• Local influence analysis in general spatial models
• Proximity-structured multivariate volatility models
• 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
• Simultaneous Spatial Panel Data Models with Common Shocks
• Challenges for panel financial analysis
• Impacts of negative spatial autocorrelation on frequency distributions
• Examining the effect of social influence on student performance through network autocorrelation models
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• Modeling the Effect of Social-Network on Interregional Trade of Services: How Sensitive Are the Results to Alternative Measures of Social Linkages
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• Technical efficiency and spatial econometric model: application to rice production of Thailand
• An Overview of Dependence in Cross-Section, Time-Series, and Panel Data

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