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The consistency of s2 in the linear regression model when the disturbances are spatially correlated
Gotu, Butte - 1999
Persistent link: https://www.econbiz.de/10009793262
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The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
Gotu, Butte - 1998
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with firstorder spatial error processes are given.
Persistent link: https://www.econbiz.de/10010438763
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Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models
Taspinar, Suleyman - 2018
In the presence of heteroskedasticity, conventional test statistics based on the ordinary least square estimator lead to incorrect inference results for the linear regression model. Given that heteroskedasticity is common in cross-sectional data, the test statistics based on various forms of...
Persistent link: https://www.econbiz.de/10012931988
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A simple randomization test for spatial correlation in the presence of common factors and serial correlation
Millo, Giovanni - In: Regional science & urban economics 66 (2017), pp. 28-38
Persistent link: https://www.econbiz.de/10011792691
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Estimating standard errors in spatial panel models with time varying spatial correlation
Davenport, Frank - In: Papers in regional science : the journal of the … 96 (2017), pp. 155-177
Persistent link: https://www.econbiz.de/10011761529
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Autoregressive spatial spectral estimates
Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 80-95
Persistent link: https://www.econbiz.de/10011974618
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Alternative GMM estimators for spatial regression models
Breitung, Jörg; Wigger, Christoph - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 148-170
Persistent link: https://www.econbiz.de/10011870482
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Testing local versions of correlation coefficients
Kalogirou, Stamatis - 2010
The aim of this paper is to define and test local versions of standard correlation coefficients in statistical analysis … methods is still an open field for basic research. In this paper a local version of Pearson correlation coefficient is defined … correlation among two variables representing spatial data in the absence of a global correlation and vice versa. The application …
Persistent link: https://www.econbiz.de/10012171778
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A Robust Lagrange-Multiplier Test for Spatial Autoregression Versus (Unobserved) Spatially Correlated Shocks
Franzese, Robert J.; Hays, Jude C. - 2013
correlated shocks from spatial correlation in outcomes due to contagion (spillovers) between units. The applied researcher …
Persistent link: https://www.econbiz.de/10014160453
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Spatial panel models of crop yield response to weather : econometric specification strategies and prediction performance
Yun, Seong Do; Gramig, Benjamin M. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 53-71
Persistent link: https://www.econbiz.de/10013341776