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A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration

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Author Info
Jørgen Lauridsen
Reinhold Kosfeld

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Abstract

A test strategy consisting of a two-step Lagrange Multiplier test is suggested as a device to reveal spatial nonstationarity and spurious spatial regression. It is further illustrated how the test strategy can be used as a diagnostic for presence of a spatial cointegrating relationship between two variables. Using Monte Carlo simulations it is shown that the small-sample behaviour of the test strategy is as desired in these cases. Copyright (c) 2006 the author(s). Journal compilation (c) 2006 RSAI.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1435-5957.2006.00087.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Papers in Regional Science.

Volume (Year): 85 (2006)
Issue (Month): 3 (08)
Pages: 363-377
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Handle: RePEc:bla:presci:v:85:y:2006:i:3:p:363-377

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Mur, Jesus, 2002. "On the specification of spatial econometric models," ERSA conference papers ersa02p012, European Regional Science Association. [Downloadable!]
  2. Sergio J. Rey, Brett D. Montouri, 1999. "US Regional Income Convergence: A Spatial Econometric Perspective," Regional Studies, Taylor and Francis Journals, vol. 33(2), pages 143-156, April. [Downloadable!] (restricted)
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  1. Kosfeld, Reinhold & Lauridsen, Jorgen, 2004. "Dynamic Spatial Modelling of Regional Convergence Processes," Discussion Paper Series 26211, Hamburg Institute of International Economics. [Downloadable!]
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