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Spatial correlation robust inference with errors in location or distance


  • Conley, Timothy G.
  • Molinari, Francesca


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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  • Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
  • Handle: RePEc:eee:econom:v:140:y:2007:i:1:p:76-96

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    References listed on IDEAS

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    1. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
    2. Mann, Michael L. & Kaufmann, Robert K. & Bauer, Dana & Gopal, Sucharita & Vera-Diaz, Maria Del Carmen & Nepstad, Daniel & Merry, Frank & Kallay, Jennifer & Amacher, Gregory S., 2010. "The economics of cropland conversion in Amazonia: The importance of agricultural rent," Ecological Economics, Elsevier, vol. 69(7), pages 1503-1509, May.
    3. Cotteleer, Geerte & Gardebroek, Cornelis, 2006. "Bargaining and market power in a GIS-based hedonic pricing model of the agricultural land market," 2006 Annual meeting, July 23-26, Long Beach, CA 21255, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
    5. Robert Fenge & Beatrice Scheubel, 2017. "Pensions and fertility: back to the roots," Journal of Population Economics, Springer;European Society for Population Economics, vol. 30(1), pages 93-139, January.
    6. Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
    7. Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015. "Spatial Methods," Handbook of Regional and Urban Economics, Elsevier.
    8. Barreca, Alan I. & Fishback, Price V. & Kantor, Shawn, 2012. "Agricultural policy, migration, and malaria in the United States in the 1930s," Explorations in Economic History, Elsevier, vol. 49(4), pages 381-398.
    9. Alan Barreca & Price V. Fishback & Shawn Kantor, 2011. "Agricultural Policy, Migration, and Malaria in the 1930s United States," NBER Working Papers 17526, National Bureau of Economic Research, Inc.
    10. Robert Fenge & Beatrice Scheubel, 2013. "Pensions and Fertility: Back to the Roots - The Introduction of Bismarck's Pension Scheme and the European Fertility Decline," CESifo Working Paper Series 4383, CESifo Group Munich.
    11. Bruederle, Anna & Peters, Jörg & Roberts, Gareth, 2017. "Weather and crime in South Africa," Ruhr Economic Papers 739, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    12. Piras, Gianfranco, 2010. "sphet: Spatial Models with Heteroskedastic Innovations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 35(i01).
    13. 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).
    14. Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
    15. Kim, Min Seong & Sun, Yixiao, 2011. "Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix," Journal of Econometrics, Elsevier, vol. 160(2), pages 349-371, February.
    16. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
    17. Kristie M. Engemann & Rubén Hernández-Murillo & Michael T. Owyang, 2011. "Regional aggregation in forecasting: an application to the Federal Reserve’s Eighth District," Review, Federal Reserve Bank of St. Louis, issue May, pages 207-222.
    18. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
      [Which spatial weighting matrix? An approach for model selection]
      ," MPRA Paper 37585, University Library of Munich, Germany.
    19. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.

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