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Asymptotic F-test in a GMM framework with cross-sectional dependence

Sun, Yixiao; Kim, Min Seong - In: The review of economics and statistics 97 (2015) 1, pp. 210-223

Persistent link: https://www.econbiz.de/10011327586

Testing spatial autocorrelation in weighted networks : the modes permutation test

Bavaud, François - In: Spatial econometric interaction modelling, (pp. 67-83). 2016

Persistent link: https://www.econbiz.de/10011529899

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

Testing Tobler's law in spatial panels : a test for spatial dependence robust against common factors

Millo, Giovanni - 2010

In the spatial econometrics literature, spatial error dependence is characterized by spatial autoregressive processes, which relate every observation in the cross-section to any other with distance-decaying intensity: i.e., dependence obeys Tobler's First Law of Geography ('everything is related...

Persistent link: https://www.econbiz.de/10011575881

Outer-product-of-gradients tests for spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57

Persistent link: https://www.econbiz.de/10012108383

Simple regression based tests for spatial dependence

Born, Benjamin; Breitung, Jörg - 2009

We propose two simple diagnostic tests for spatial error autocorrelation and spatial lag dependence. The idea is to … to test for spatial autocorrelation and lag dependence. We also propose a variant of the test that is robust to …