REFINED TESTS FOR SPATIAL CORRELATION

DOI10.1017/S0266466614000498zbMath1441.62851MaRDI QIDQ3465603

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Publication date: 22 January 2016

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS ⋮ Testing spatial dependence in spatial models with endogenous weights matrices ⋮ Higher-order least squares inference for spatial autoregressions

Cites Work

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• Computing the distribution of quadratic forms in normal variables
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