REFINED TESTS FOR SPATIAL CORRELATION

DOI10.1017/S0266466614000498MaRDI QIDQ3465603zbMATH OpenFDO

Authors

Publication date 22 January 2016

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466614000498

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)

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Cites work

• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Asymptotic expansions for statistics computed from spatial data
• Asymptotic expansions for sums of weakly dependent random vectors
• Bootstrap hypothesis testing in regression models
• Computing the distribution of quadratic forms in normal variables
• Correlation testing in time series, spatial and cross-sectional data
• Finite sample properties of maximum likelihood estimator in spatial models
• Finite-sample bias of the QMLE in spatial autoregressive models
• scientific article; zbMATH DE number 3965276 (Why is no real title available?)
• IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
• On the asymptotic accuracy of Efron's bootstrap
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

Cited in

(21)

• Comparisons of spatially correlated binary data
• Normality tests for spatially correlated data
• A test for spatial correlation for binary data
• Goodness-of-fit tests for the spatial spectral density
• Higher-order least squares inference for spatial autoregressions
• Testing spatial dependence in spatial models with endogenous weights matrices
• On the bootstrap for Moran's \(I\) test for spatial dependence
• Modified F tests for assessing the multiple correlation between one spatial process and several others
• Correlation testing in time series, spatial and cross-sectional data
• Nontestability of equal weights spatial dependence
• Assessing the Significance of the Correlation between Two Spatial Processes
• Permutation Tests for Correlation in Regression Errors
• scientific article; zbMATH DE number 1031894 (Why is no real title available?)
• Exact likelihood inference in group interaction network models
• Non-nested testing of spatial correlation
• Testing for spatial autocorrelation: the regressors that make the power disappear
• Improved Lagrange multiplier tests in spatial autoregressions
• Assessing the significance of global and local correlations under spatial autocorrelation: a nonparametric approach
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• The size and power of bootstrap tests for spatial dependence in a linear regression model
• A note on the Cliff and Ord test for spatial correlation in panel models

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