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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 will wipe out the progressive one as the sample size increases …. -- F-test ; spatial autocorrelation …
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A new test is proposed for the null of absence of serial correlation. The test uses a data-driven smoothing parameter. The resulting test statistic has a standard limit distribution under the null. The smoothing parameter is calibrated to achieve rate-optimality against several classes of...
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