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Spatial correlation robust inference with Errors in Location or Distance Author info | Abstract | Publisher info | Download info | Related research | Statistics Timothy Conley () (Institute for Fiscal Studies and University of Chicago)
Francesca Molinari
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This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. It investigates the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic variances.
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Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number
CWP10/05.
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Length: 48 pp.
Date of creation: Aug 2005Date of revision:
Handle: RePEc:ifs:cemmap:10/05Contact details of provider: Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE Phone: (+44) 020 7291 4800 Fax: (+44) 020 7323 4780 Email: Web page: http://cemmap.ifs.org.uk
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References listed on IDEAS 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.: Conley, T. G., 1999.
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repec:cup:macdyn:v:1:y:1997:i:2:p:279-311 is not listed on IDEAS
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"An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit ,"
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Conley, Timothy G. & Hansen, Lars Peter & Liu, Wen-Fang, 1997.
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Case, Anne C, 1991.
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Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003.
"Testing panel data regression models with spatial error correlation ,"
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Other versions: Timothy G. Conley & Bill Dupor, 2003.
"A Spatial Analysis of Sectoral Complementarity ,"
Journal of Political Economy ,
University of Chicago Press, vol. 111(2), pages 311-352, April.
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Won Kim, Chong & Phipps, Tim T. & Anselin, Luc, 2003.
"Measuring the benefits of air quality improvement: a spatial hedonic approach ,"
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Case, Anne C. & Rosen, Harvey S. & Hines, James Jr., 1993.
"Budget spillovers and fiscal policy interdependence : Evidence from the states ,"
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Ramon Moreno & Bharat Trehan, 1997.
"Location and the growth of nations ,"
Working Papers in Applied Economic Theory
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Other versions: Timothy G. Conley & Fredrick Flyer & Grace R. Tsiang, 2003.
"Spillovers from Local Market Human Capital and the Spatial Distribution of Productivity in Malaysia ,"
The B.E. Journal of Economic Analysis & Policy ,
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Rappaport, Jordan & Sachs, Jeffrey D, 2003.
" The United States as a Coastal Nation ,"
Journal of Economic Growth ,
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Peter Robinson & J. Vidal Sanz, 2003.
"Modified whittle estimation of multilateral spatial models ,"
CeMMAP working papers
CWP18/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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H. Kelejian, Harry & Prucha, Ingmar R., 2001.
"On the asymptotic distribution of the Moran I test statistic with applications ,"
Journal of Econometrics ,
Elsevier, vol. 104(2), pages 219-257, September.
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Cotteleer, Geerte & Gardebroek, Cornelis, 2006.
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Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008.
"Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth ,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6518, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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