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Exploring scan methods to test spatial structure with an application to housing prices in Madrid
López, Fernando A.; Chasco Yrigoyen, Coro; Le Gallo, Julie - In: Papers in regional science : the journal of the … 94 (2015) 2, pp. 317-346
Persistent link: https://www.econbiz.de/10011545143
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Finite sample properties of estimators of spatial models with autoregressive, or moving average, disturbances and system feedback
Fingleton, Bernard; Le Gallo, Julie - In: Annales d'économie et de statistique 87/88 (2007), pp. 39-62
Persistent link: https://www.econbiz.de/10003803951
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Endogeneité et autocorrélation spatiale : quelle utilité pour le modèle de Durbin?
Fingleton, Bernard; Le Gallo, Julie - In: Revue d'économie régionale & urbaine : RERU (2012) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10009544184
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Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models : lagrange multiplier scan tests
Le Gallo, Julie; López, Fernando A.; Chasco Yrigoyen, Coro - In: The annals of regional science : an international … 64 (2020) 2, pp. 287-312
Persistent link: https://www.econbiz.de/10012252929
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Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
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A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid
Chasco Yrigoyen, Coro; Le Gallo, Julie; López, Fernando A. - In: Regional science & urban economics 68 (2018), pp. 226-238
Persistent link: https://www.econbiz.de/10012107267