The C(α)-type gradient test for spatial dependence in spatial autoregressive models
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- Robinson, Peter M. & Rossi, Francesca, 2015. "Refined Tests For Spatial Correlation," Econometric Theory, Cambridge University Press, vol. 31(06), pages 1249-1280, December.
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More about this item
KeywordsC(α) test; Gradient test; Generalized method of moments; Spatial dependence; C12; C23;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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