Harry H. Kelejian () (Department of Economics, University of Maryland) Ingmar R. Prucha () (Department of Economics, University of Maryland)
Abstract
By far, the most popular test for spatial correlation is the one based on Moran's (1950) I test statistic. Despite this, the available results in the literature concerning the large sample distribution of this statistic are limited and have been derived under assumptions that do not cover many applications of interest. In this paper we first give a general result concerning the large sample distribution of Moran I type test statistic. We then apply this result to derive the large sample distribution of the Moran I test statistic for a variety of important models for which general spatial correlation testing procedures are not available. In order to establish these results we also give a new central limit theorem for linear-quadratic forms.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Paper provided by University of Maryland, Department of Economics in its series Electronic Working Papers with number
99-002.
Length: Date of creation: Feb 1999 Date of revision: Handle: RePEc:umd:umdeco:99-002
Contact details of provider: Postal: Department of Economics, University of Maryland, Tydings Hall, College Park, MD 20742 Web page: http://www.econ.umd.edu/
Order Information: Postal: Ms. Elizabeth Martinez, Department of Economics, University of Maryland, Tydings Hall, College Park, MD 20742 Email:
For technical questions regarding this item, or to correct its listing, contact: (Peter Murrell).
Find related papers by JEL classification: C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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.:
Cited by: (explanations, 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.)