Spatial cointegration and heteroscedasticity
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Bibliographic InfoArticle provided by Springer in its journal Journal of Geographical Systems.
Volume (Year): 9 (2007)
Issue (Month): 3 (September)
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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, and Vacancies - - - 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.:
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- 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.
- 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.
- Luc Anselin, 2009. "Thirty Years of Spatial Econometrics," GeoDa Center Working Papers 1013, GeoDa Center for Geospatial Analysis and Computation.
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