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Spatial cointegration and heteroscedasticity

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Author Info
Jørgen Lauridsen ()
Reinhold Kosfeld ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s10109-007-0048-y
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Publisher Info
Article provided by Springer in its journal Journal of Geographical Systems.

Volume (Year): 9 (2007)
Issue (Month): 3 (September)
Pages: 253-265
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:jgeosy:v:9:y:2007:i:3:p:253-265

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

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Related research
Keywords: Spatial autocorrelation; Spatial autoregression; Spatial nonstationarity; Spatial cointegration; Unobserved heteroscedasticity; C21; C40; C51; J60;

References listed on IDEAS
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  1. Reinhold Kosfeld & Jorgen Lauridsen, 2004. "Dynamic spatial modelling of regional convergence processes," Empirical Economics, Springer, vol. 29(4), pages 705-722, December. [Downloadable!] (restricted)
    Other versions:
  2. Daniel Griffith, 2006. "Hidden negative spatial autocorrelation," Journal of Geographical Systems, Springer, vol. 8(4), pages 335-355, October. [Downloadable!] (restricted)
  3. Jørgen Lauridsen & Reinhold Kosfeld, 2006. "A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration," Papers in Regional Science, Blackwell Publishing, vol. 85(3), pages 363-377, 08. [Downloadable!] (restricted)
    Other versions:
  4. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January. [Downloadable!] (restricted)
  5. 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. [Downloadable!] (restricted)
  6. 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. [Downloadable!] (restricted)
  7. Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September. [Downloadable!] (restricted)
  8. 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. [Downloadable!] (restricted)
  9. 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. [Downloadable!] (restricted)
  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. [Downloadable!] (restricted)
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