Non-nested testing of spatial correlation

DOI10.1016/j.jeconom.2015.02.044zbMath1337.62301OpenAlexW2108167094MaRDI QIDQ494415

Peter M. Robinson, Miguel A. Delgado

Publication date: 1 September 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.044

zbMATH Keywords

spatial correlationnon-nested testpseudo maximum likelihood estimation

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)

Related Items

Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors, Spatial autoregressions with an extended parameter space and similarity-based weights, Inference in a similarity-based spatial autoregressive model, Autoregressive spatial spectral estimates, ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES, GEL estimation and tests of spatial autoregressive models, SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS, Higher-order least squares inference for spatial autoregressions

Uses Software

• Arc_Mat

Cites Work

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