Simple regression-based tests for spatial dependence

DOI10.1111/J.1368-423X.2010.00338.XMaRDI QIDQ3018509zbMATH OpenOpenAlexFDO

Authors Benjamin Born, Jörg Breitung

Publication date 27 July 2011

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1368-423x.2010.00338.x

zbMATH Keywords

heteroscedasticityLM test

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Inference from spatial processes (62M30) Monte Carlo methods (65C05)

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Cites work

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• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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Cited in

(24)

• Spatial lag test with equal weights
• Testing spatial effects and random effects in a nested panel data model
• A robust test for network generated dependence
• Double-length regression tests for testing functional forms and spatial error dependence
• Artificial regression test diagnostics for impact measures in spatial models
• Testing spatial dependence in spatial models with endogenous weights matrices
• LM tests of spatial dependence based on bootstrap critical values
• CHECKING ADEQUATENESS OF SPATIAL REGRESSIONS USING SET-INDEXED PARTIAL SUMS TECHNIQUE
• REFINED TESTS FOR SPATIAL CORRELATION
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Testing a linear relationship in varying coefficient spatial autoregressive models
• A simple spatial dependence test robust to local and distributional misspecifications
• Spatial dependence in option observation errors
• scientific article; zbMATH DE number 7608539 (Why is no real title available?)
• Standardized LM tests for spatial error dependence in linear or panel regressions
• Robust test for spatial error model: considering changes of spatial layouts and distribution misspecification
• scientific article; zbMATH DE number 970672 (Why is no real title available?)
• Model selection and model averaging for matrix exponential spatial models
• Rao's score test in spatial econometrics
• Goodness of fit tests in spatial autoregressive stochastic frontier models
• On testing for spatial or social network dependence in panel data allowing for network variability
• The size and power of bootstrap tests for spatial dependence in a linear regression model
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• A test for spatial autocorrelation in seemingly unrelated regressions

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