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Nontestability of equal weights spatial dependence

Martellosio, F (2011) Nontestability of equal weights spatial dependence Econometric Theory, 27 (6). pp. 1369-1375.

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Abstract

We 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. © Cambridge University Press 2011.

Item Type: Article
Authors :
NameEmailORCID
Martellosio, Ff.martellosio@surrey.ac.ukUNSPECIFIED
Date : December 2011
Identification Number : https://doi.org/10.1017/S0266466611000089
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:14
Last Modified : 17 May 2017 14:33
URI: http://epubs.surrey.ac.uk/id/eprint/818253

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