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You searched for "spatial autocorrelation"

Econometrics Paper
Improved Lagrange Multiplier Tests in Spatial Autoregressions Peter M Robinson and Francesca Rossi
October 2013
Paper No' EM/2013/566:
Read Abstract | Full Paper (pdf)

JEL Classification: C29


Tags: spatial autocorrelation; lagrange multiplier test; edgeworth expansion; bootstrap; finite-sample corrections.

Econometrics Paper
Improved Tests for Spatial Correlation Peter M Robinson and Francesca Rossi
May 2013
Paper No' EM/2013/565:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C21


Tags: spatial autocorrelation; ordinary least squares; hypothesis testing; edgeworth expansion; bootstrap.