The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach
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Bibliographic InfoArticle provided by Springer in its journal Journal of Geographical Systems.
Volume (Year): 14 (2012)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/link.asp?id=103079
Spatial dependence; Spatial autocorrelation; Spatial error model; OLS regression; Geometric approach; C12; C31;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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.:
- Kramer, Walter & Baltagi, Badi, 1996. "A general condition for an optimal limiting efficiency of OLS in the general linear regression model," Economics Letters, Elsevier, vol. 50(1), pages 13-17, January.
- Jørgen Lauridsen & Reinhold Kosfeld, 2006.
"A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration,"
Papers in Regional Science,
Wiley Blackwell, vol. 85(3), pages 363-377, 08.
- 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.
- Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- Martellosio, Federico, 2010. "Power Properties Of Invariant Tests For Spatial Autocorrelation In Linear Regression," Econometric Theory, Cambridge University Press, vol. 26(01), pages 152-186, February.
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