Spurious spatial regression with equal weights

DOI10.1016/j.spl.2010.07.003zbMath1195.62135OpenAlexW2056422555MaRDI QIDQ1957158

Badi H. Baltagi, Long Liu

Publication date: 24 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.07.003

zbMATH Keywords

spatial autocorrelationequal weightsspurious spatial regression

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE

Cites Work

• Spatial lag test with equal weights
• Spurious regressions in econometrics
• RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
• Towards a unified asymptotic theory for autoregression
• Estimation Methods for Models of Spatial Interaction
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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