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Spatial cointegration and heteroscedasticity


  • Jørgen Lauridsen


  • Reinhold Kosfeld



No abstract is available for this item.

Suggested Citation

  • Jørgen Lauridsen & Reinhold Kosfeld, 2007. "Spatial cointegration and heteroscedasticity," Journal of Geographical Systems, Springer, vol. 9(3), pages 253-265, September.
  • Handle: RePEc:kap:jgeosy:v:9:y:2007:i:3:p:253-265
    DOI: 10.1007/s10109-007-0048-y

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    References listed on IDEAS

    1. Daniel Griffith, 2006. "Hidden negative spatial autocorrelation," Journal of Geographical Systems, Springer, vol. 8(4), pages 335-355, October.
    2. Ohtani, Kazuhiro & Toyoda, Toshihisa, 1980. "Estimation of regression coefficients after a preliminary test for homoscedasticity," Journal of Econometrics, Elsevier, vol. 12(2), pages 151-159, February.
    3. Lauridsen, J. & Kosfeld, R., 2004. "A wald Test for Spatial Nonstationarity," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-12, Diciembre.
    4. Jørgen Lauridsen, 2006. "Spatial autoregressively distributed lag models: equivalent forms, estimation, and an illustrative commuting model," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(2), pages 297-311, June.
    5. 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.
    6. Reinhold Kosfeld & Jorgen Lauridsen, 2004. "Dynamic spatial modelling of regional convergence processes," Empirical Economics, Springer, vol. 29(4), pages 705-722, December.
    7. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
    8. Jorgen Lauridsen & Birgit Nahrstedt, 1998. "Spatial patterns in intermunicipal Danish commuting," ERSA conference papers ersa98p441, European Regional Science Association.
    9. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
    10. Ali, Mukhtar M. & Giaccotto, Carmelo, 1984. "A study of several new and existing tests for heteroscedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 26(3), pages 355-373, December.
    11. Jørgen Lauridsen & Reinhold Kosfeld, 2006. "A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration," Papers in Regional Science, Wiley Blackwell, vol. 85(3), pages 363-377, August.
    12. 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. repec:asg:wpaper:1013 is not listed on IDEAS
    2. Andrea Vaona, 2010. "Spatial autocorrelation and the sensitivity of RESET: a simulation study," Journal of Geographical Systems, Springer, vol. 12(1), pages 89-103, March.

    More about this item


    Spatial autocorrelation; Spatial autoregression; Spatial nonstationarity; Spatial cointegration; Unobserved heteroscedasticity; C21; C40; C51; J60;

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General


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