LAURIDSEN, J.; KOSFELD, R. - In: Estudios de Economía Aplicada 22 (2004) Diciembre, pp. 1-12
A test strategy consisting of a two-step Lagrange multiplier test was recently suggested as a device to reveal spatial nonstationarity, spurious spatial regression and presence of a spatial cointegrating relationship between two variables. Due to the well known radicality of such pre-tests in...