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Local spatial heteroscedasticity (LOSH)

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  • J. Ord
  • Arthur Getis

Abstract

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Suggested Citation

  • J. Ord & Arthur Getis, 2012. "Local spatial heteroscedasticity (LOSH)," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(2), pages 529-539, April.
  • Handle: RePEc:spr:anresc:v:48:y:2012:i:2:p:529-539
    DOI: 10.1007/s00168-011-0492-y
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    References listed on IDEAS

    as
    1. Manfred M. Fischer & Arthur Getis (ed.), 2010. "Handbook of Applied Spatial Analysis," Springer Books, Springer, number 978-3-642-03647-7, January.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018. "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 226-238.
    2. Julie Le Gallo & Fernando A. López & Coro Chasco, 2020. "Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models: Lagrange multiplier scan tests," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 287-312, April.
    3. Hockert, Matthew, 2023. "A Spatial Approach to Agri-Food Supply Chain Resiliency," 2023 Annual Meeting, July 23-25, Washington D.C. 335774, Agricultural and Applied Economics Association.
    4. Matthias Eckardt & Jorge Mateu, 2021. "Second-order and local characteristics of network intensity functions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 318-340, June.
    5. Rene Westerholt & Enrico Steiger & Bernd Resch & Alexander Zipf, 2016. "Abundant Topological Outliers in Social Media Data and Their Effect on Spatial Analysis," PLOS ONE, Public Library of Science, vol. 11(9), pages 1-31, September.
    6. Roger S. Bivand & David W. S. Wong, 2018. "Comparing implementations of global and local indicators of spatial association," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 716-748, September.
    7. Min Xu & Chang-Lin Mei & Na Yan, 2014. "A note on the null distribution of the local spatial heteroscedasticity (LOSH) statistic," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(3), pages 697-710, May.

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    More about this item

    Keywords

    C21; C46; C51;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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