A note on the Cliff and Ord test for spatial correlation in panel models

DOI10.1016/J.ECONLET.2010.04.043zbMath1284.62568OpenAlexW2078375895MaRDI QIDQ988672

Jan Mutl, Michael Pfaffermayr

Publication date: 18 August 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.04.043

zbMATH Keywords

panel dataMoran I testwithin estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

On the Mutual Dynamics of Interregional Gross Migration Flows in Space and Time

Cites Work

• Unnamed Item
• Testing panel data regression models with spatial error correlation.
• The Hausman test in a Cliff and Ord panel model
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

This page was built for publication: A note on the Cliff and Ord test for spatial correlation in panel models