A Test Strategy for Spurious Spatial Regression, Spatial Nonstationarity, and Spatial Cointegration

A test strategy consisting of a twofold application of a Lagrange Multiplier test is suggested as a device to reveal spatial nonstationarity and spurious spatial regeression. It is further illustrated how the test strategy can be used as a diagnostic for presence of a spatial cointegrating relationship between two variables. Using Monte Carlo simulations it is shown that the small sample behaviour of the test strategy is as desired in these cases.

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Year of publication:	2003
Authors:	Lauridsen, Jorgen ; Kosfeld, Reinhold
Publisher:	Louvain-la-Neuve : European Regional Science Association (ERSA)

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Series:	43rd Congress of the European Regional Science Association: "Peripheries, Centres, and Spatial Development in the New Europe", 27th - 30th August 2003, Jyväskylä, Finland
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Conference Paper
Language:	English
Other identifiers:	hdl:10419/115930 [Handle] RePEc:wiw:wiwrsa:ERSA03p42 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10011314614