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Spatial autocorrelation and the sensitivity of RESET: a simulation study

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  • Andrea Vaona

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Bibliographic Info

Article provided by Springer in its journal Journal of Geographical Systems.

Volume (Year): 12 (2010)
Issue (Month): 1 (March)
Pages: 89-103

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Handle: RePEc:kap:jgeosy:v:12:y:2010:i:1:p:89-103

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Web page: http://www.springerlink.com/link.asp?id=103079

Related research

Keywords: RESET test; Spatial correlation; Monte Carlo simulations; R15; C12; C15; C21;

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References

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  1. Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, EconWPA.
  2. Juan Mora & Daniel Miles, 2002. "On The Performance Of Nonparametric Specification Tests In Regression Models," Working Papers. Serie AD 2002-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Jørgen Lauridsen & Reinhold Kosfeld, 2007. "Spatial cointegration and heteroscedasticity," Journal of Geographical Systems, Springer, vol. 9(3), pages 253-265, September.
  4. Jørgen Lauridsen, 2006. "Spatial autoregressively distributed lag models: equivalent forms, estimation, and an illustrative commuting model," The Annals of Regional Science, Springer, vol. 40(2), pages 297-311, June.
  5. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
  6. Siu Fai Leung & Shihti Yu, 2001. "The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis," Empirical Economics, Springer, vol. 26(4), pages 721-726.
  7. Johnes, Geraint & Hyclak, Thomas J., 1995. "The determinants of real wage flexibility," Labour Economics, Elsevier, vol. 2(2), pages 175-185, June.
  8. Reinhold Kosfeld & Jorgen Lauridsen, 2004. "Dynamic spatial modelling of regional convergence processes," Empirical Economics, Springer, vol. 29(4), pages 705-722, December.
  9. Jorgen Lauridsen & Reinhold Kosfeld, 2003. "A Test Strategy for Spurious Spatial Regression, Spatial Nonstationarity, and Spatial Cointegration," ERSA conference papers ersa03p42, European Regional Science Association.
  10. Lauridsen, J. & Kosfeld, R., 2004. "A wald Test for Spatial Nonstationarity," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-12, Diciembre.
  11. Daniel Griffith, 2006. "Hidden negative spatial autocorrelation," Journal of Geographical Systems, Springer, vol. 8(4), pages 335-355, October.
  12. Porter, Richard D. & Kashyap, Anil K., 1984. "Autocorrelation and the sensitivity of reset," Economics Letters, Elsevier, vol. 14(2-3), pages 229-233.
  13. Qing, Yu & Kaiyuen, TSUI, 2005. "Factor decomposition of sub-provincial fiscal disparities in China," China Economic Review, Elsevier, vol. 16(4), pages 403-418.
  14. Raymond J.G.M. Florax & Peter Nijkamp, 2003. "Misspecification in Linear Spatial Regression Models," Tinbergen Institute Discussion Papers 03-081/3, Tinbergen Institute.
  15. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
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