Non-testability of equal weights spatial dependenceMartellosio, F. (2011) Non-testability of equal weights spatial dependence. Econometric Theory, 27. pp. 1369-1375. ISSN 1469-4360
It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. To link to this item DOI: 10.1017/S0266466611000089 Abstract/SummaryWe show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.
Download Statistics DownloadsDownloads per month over past year Altmetric Deposit Details University Staff: Request a correction | Centaur Editors: Update this record |
Lists
Lists
