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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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    Bibliographic Info

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

    Volume (Year): 9 (2007)
    Issue (Month): 3 (September)
    Pages: 253-265

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    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

    Related research

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

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    References

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    1. Daniel Griffith, 2006. "Hidden negative spatial autocorrelation," Journal of Geographical Systems, Springer, vol. 8(4), pages 335-355, October.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Reinhold Kosfeld & Jorgen Lauridsen, 2004. "Dynamic spatial modelling of regional convergence processes," Empirical Economics, Springer, vol. 29(4), pages 705-722, December.
    8. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
    9. Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
    10. 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.
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    Citations

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    Cited by:
    1. Luc Anselin, 2009. "Thirty Years of Spatial Econometrics," GeoDa Center Working Papers 1013, GeoDa Center for Geospatial Analysis and Computation.
    2. 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.

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