Spatial cointegration and heteroscedasticity
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal Journal of Geographical Systems.
Volume (Year): 9 (2007)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=103079
Spatial autocorrelation; Spatial autoregression; Spatial nonstationarity; Spatial cointegration; Unobserved heteroscedasticity; C21; C40; C51; J60;
Find related papers by JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General
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.:
- Ohtani, Kazuhiro & Toyoda, Toshihisa, 1980. "Estimation of regression coefficients after a preliminary test for homoscedasticity," Journal of Econometrics, Elsevier, vol. 12(2), pages 151-159, February.
- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September.
- Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
- Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
- 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.
- Ali, Mukhtar M. & Giaccotto, Carmelo, 1984. "A study of several new and existing tests for heteroscedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 26(3), pages 355-373, December.
- Reinhold Kosfeld & Jorgen Lauridsen, 2004.
"Dynamic spatial modelling of regional convergence processes,"
Springer, vol. 29(4), pages 705-722, December.
- Lauridsen, Jørgen & Kosfeld, Reinhold, 2004. "Dynamic Spatial Modelling of Regional Convergence Processes," HWWA Discussion Papers 261, Hamburg Institute of International Economics (HWWA).
- 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.
- 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 & Birgit Nahrstedt, 1998. "Spatial patterns in intermunicipal Danish commuting," ERSA conference papers ersa98p441, European Regional Science Association.
- Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
- Daniel Griffith, 2006. "Hidden negative spatial autocorrelation," Journal of Geographical Systems, Springer, vol. 8(4), pages 335-355, October.
- 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.
- Andrea Vaona, 2010. "Spatial autocorrelation and the sensitivity of RESET: a simulation study," Journal of Geographical Systems, Springer, vol. 12(1), pages 89-103, March.
- repec:asg:wpaper:1013 is not listed on IDEAS
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.