Refined tests for spatial correlation

We consider testing the null hypothesis of no spatial correlation against the alternative of pure first order spatial autoregression. A test statistic based on the least squares estimate has good first-order asymptotic properties, but these may not be relevant in small- or moderate-sized samples, es...

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Bibliographic Details
Main Authors: Robinson, Peter M. (Author), Rossi, Francesca (Author)
Format: Article
Language:English
Published: 2015-12.
Subjects:
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