Improved tests for spatial correlation
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- Peter M Robinson & Francesca Rossi, 2013. "Improved Tests for Spatial Correlation," STICERD - Econometrics Paper Series 565, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, Peter M. & Rossi, Francesca, 2013. "Improved tests for spatial correlation," LSE Research Online Documents on Economics 58092, London School of Economics and Political Science, LSE Library.
References listed on IDEAS
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"A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances,"
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- Harry H. Kelejian & Ingmar R. Prucha, 1997. "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Electronic Working Papers 97-002, University of Maryland, Department of Economics, revised Aug 1997.
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- Lee, Lung-Fei, 2002. "Consistency And Efficiency Of Least Squares Estimation For Mixed Regressive, Spatial Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 18(02), pages 252-277, April.
- Paparoditis, Efstathios & Politis, Dimitris N., 2005. "Bootstrap hypothesis testing in regression models," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 356-365, October.
- Case, Anne C, 1991. "Spatial Patterns in Household Demand," Econometrica, Econometric Society, vol. 59(4), pages 953-965, July.
- Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
- Hillier, G.H., 1999. "The density of a quadratic form in a vector uniformly distributed on the n-sphere," Discussion Paper Series In Economics And Econometrics 9902, Economics Division, School of Social Sciences, University of Southampton.
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- Peter M. Robinson & Francesca Rossi, 2014.
"Improved Lagrange multiplier tests in spatial autoregressions,"
Royal Economic Society, vol. 17(1), pages 139-164, February.
- Peter M Robinson & Francesca Rossi, 2013. "Improved Lagrange Multiplier Tests in Spatial Autoregressions," STICERD - Econometrics Paper Series 566, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, Peter M. & Rossi, Francesca, 2014. "Improved Lagrange multiplier tests in spatial autoregressions," LSE Research Online Documents on Economics 56049, London School of Economics and Political Science, LSE Library.
- repec:cep:stiecm:/2013/566 is not listed on IDEAS
More about this item
KeywordsSpatial Autocorrelation; Ordinary Least Squares; Hypothesis Testing; Edgeworth Expansion; Bootstrap;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-20 (All new papers)
- NEP-ECM-2012-10-20 (Econometrics)
- NEP-GEO-2012-10-20 (Economic Geography)
- NEP-URE-2012-10-20 (Urban & Real Estate Economics)
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