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A suggested test for spatial autocorrelation and/or heteroskedasticity and corresponding Monte Carlo results

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  • Kelejian, Harry H.
  • Robinson, Dennis P.

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  • Kelejian, Harry H. & Robinson, Dennis P., 1998. "A suggested test for spatial autocorrelation and/or heteroskedasticity and corresponding Monte Carlo results," Regional Science and Urban Economics, Elsevier, vol. 28(4), pages 389-417, July.
  • Handle: RePEc:eee:regeco:v:28:y:1998:i:4:p:389-417
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    References listed on IDEAS

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    1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    2. Kelejian, Harry H. & Robinson, Dennis P., 1992. "Spatial autocorrelation : A new computationally simple test with an application to per capita county police expenditures," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 317-331, September.
    3. 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.
    4. Anselin, Luc & Hudak, Sheri, 1992. "Spatial econometrics in practice : A review of software options," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 509-536, September.
    5. Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
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    Cited by:

    1. Wilson, Joshua B. & Thilmany, Dawn & Watson, Philip, 2006. "The Role of Agritourism in Western States: Place-Specific and Policy Factors Influencing Recreational Income for Producers," The Review of Regional Studies, Southern Regional Science Association, vol. 36(3), pages 381-399.
    2. Benjamin Born & Jörg Breitung, 2011. "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 330-342, July.
    3. Julie Le Gallo, 2004. "Hétérogénéité spatiale. Principes et méthodes," Economie & Prévision, La Documentation Française, pages 151-172.
    4. Anselin, Luc & Moreno, Rosina, 2003. "Properties of tests for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 595-618, September.
    5. Takahisa Yokoi, 2011. "Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal but Heteroskedastic Disturbances," ERSA conference papers ersa10p536, European Regional Science Association.
    6. Robin Pope, 2009. "Risk starvation contributes to dementias and depressions: Whiffs of danger are the antidote," Bonn Econ Discussion Papers bgse28_2009, University of Bonn, Germany.
    7. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
    8. Anselin, Luc, 2007. "Spatial econometrics in RSUE: Retrospect and prospect," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 450-456, July.
    9. Julie Le Gallo, 2000. "Spatial econometrics (2, Spatial heterogeneity)
      [Econométrie spatiale (2, Hétérogénéité spatiale)]
      ," Working Papers hal-01526969, HAL.

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