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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002
expressed as ratios of quadratic forms. It shows that such tests are in general not unbiased and that power can even drop to …
Persistent link: https://www.econbiz.de/10010316715
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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002 - Version August 2002
expressed as ratios of quadratic forms. It shows that such tests are in general not unbiased and that power can even drop to …
Persistent link: https://www.econbiz.de/10009770908
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Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression
Martellosio, Federico - Volkswirtschaftliche Fakultät, … - 2008
This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear … regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases … analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of …
Persistent link: https://www.econbiz.de/10005789697
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Asymptotic tests of composite hypotheses
Hansen, Peter Reinhard - 2003
with better power than standard tests. The testing procedure satisfies a novel similarity condition that is relevant for …
Persistent link: https://www.econbiz.de/10010318991
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Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - 2013
We study dynamic panel data models where the long run outcome for a particular cross-section is affected by a weighted average of the outcomes in the other cross-sections. We show that imposing such a structure implies several cointegrating relationships that are nonlinear in the coefficients to...
Persistent link: https://www.econbiz.de/10010294010
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Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world
Jeleskovic, Vahidin; Schwanebeck, Benjamin - 2012
Various panel models were presented to resolve the ranking of global health care systems according to efficiency. However, in terms of the spatial distribution of statistical units, spatial dependence as a result of various forms of spatial interactions caused biased estimators in classical...
Persistent link: https://www.econbiz.de/10010294387
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Income Segregation and Local Progressive Taxation: Empirical Evidence from Switzerland
Schmidheiny, Kurt - 2003
Swiss metropolitan areas are comprised of a system of communities with considerable fiscal autonomy. This study investigates how the income tax differentials across communities in an urban area affect the households` location decisions. Data from the urban agglomeration of Basel for the year...
Persistent link: https://www.econbiz.de/10010295381
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Knowledge Production in Nanomaterials: An Application of Spatial Filtering to Regional Systems of Innovation
Patuelli, Roberto; Grimpe, Christoph - 2008
Nanomaterials are seen as a key technology for the 21st Century, and much is expected of them in terms of innovation and economic growth. They could open the way to many radically new applications, which would form the basis of innovative products. In this context, it seems all the more...
Persistent link: https://www.econbiz.de/10010298075
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More on the F-test under nonspherical disturbances
Krämer, Walter; Hanck, Christoph - 2008
We show that the F-test can be both liberal and conservative in the context of a particular type of nonspherical behaviour induced by spatial autocorrelation, and that the conservative variant is more likely to occur for extreme values of the spatial autocorrelation parameter. In particular, it...
Persistent link: https://www.econbiz.de/10010300697
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The evolution of the spatial and sectoral patterns in Ile-de-France over 1978-1997
Guillain, Rachel; Gallo, Julie Le; Boiteux-Orain, Céline - 2004
The aim of this paper is to analyze the intra-urban spatial distribution of employment in the agglomeration of Ile-de-France in 1978 and 1997. In that purpose, exploratory spatial data analysis is used in order to identify employment centers and a sectoral analysis of the CBD and the subcenters...
Persistent link: https://www.econbiz.de/10011318744