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A suggested test for spatial autocorrelation and/or heteroskedasticity and corresponding Monte Carlo results

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  • Kelejian, Harry H.
  • Robinson, Dennis P.

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  • Kelejian, Harry H. & Robinson, Dennis P., 1998. "A suggested test for spatial autocorrelation and/or heteroskedasticity and corresponding Monte Carlo results," Regional Science and Urban Economics, Elsevier, vol. 28(4), pages 389-417, July.
    • Handle: RePEc:eee:regeco:v:28:y:1998:i:4:p:389-417
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    1. Luc Anselin & Raymond J. G. M. Florax, 1995. "Small Sample Properties of Tests for Spatial Dependence in Regression Models: Some Further Results," Advances in Spatial Science, in: Luc Anselin & Raymond J. G. M. Florax (ed.), New Directions in Spatial Econometrics, chapter 2, pages 21-74, Springer.
    2. Harry H. Kelejian & Dennis P. Robinson, 1993. "A Suggested Method Of Estimation For Spatial Interdependent Models With Autocorrelated Errors, And An Application To A County Expenditure Model," Papers in Regional Science, Wiley Blackwell, vol. 72(3), pages 297-312, July.
    3. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
    4. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    5. Kelejian, Harry H. & Robinson, Dennis P., 1992. "Spatial autocorrelation : A new computationally simple test with an application to per capita county police expenditures," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 317-331, September.
    6. Anselin, Luc & Hudak, Sheri, 1992. "Spatial econometrics in practice : A review of software options," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 509-536, September.
    7. Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
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    Cited by:

    1. Julie Le Gallo, 2004. "Hétérogénéité spatiale. Principes et méthodes," Economie & Prévision, La Documentation Française, vol. 162(1), pages 151-172.
    2. Anselin, Luc & Moreno, Rosina, 2003. "Properties of tests for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 595-618, September.
    3. López, Fernando A. & Páez, Antonio & Carrasco, Juan A. & Ruminot, Natalia A., 2017. "Vulnerability of nodes under controlled network topology and flow autocorrelation conditions," Journal of Transport Geography, Elsevier, vol. 59(C), pages 77-87.
    4. Geniaux, Ghislain & Martinetti, Davide, 2018. "A new method for dealing simultaneously with spatial autocorrelation and spatial heterogeneity in regression models," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 74-85.
    5. Takahisa Yokoi, 2011. "Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal but Heteroskedastic Disturbances," ERSA conference papers ersa10p536, European Regional Science Association.
    6. Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018. "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 226-238.
    7. Julie Le Gallo & Fernando A. López & Coro Chasco, 2020. "Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models: Lagrange multiplier scan tests," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 287-312, April.
    8. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
    9. Anselin, Luc, 2007. "Spatial econometrics in RSUE: Retrospect and prospect," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 450-456, July.
    10. Stanislav Stakhovych & Tammo H.A. Bijmolt, 2009. "Specification of spatial models: A simulation study on weights matrices," Papers in Regional Science, Wiley Blackwell, vol. 88(2), pages 389-408, June.
    11. repec:rre:publsh:v:36:y:2006:i:3:p:381-99 is not listed on IDEAS
    12. Benjamin Born & Jörg Breitung, 2011. "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 330-342, July.
    13. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
    14. KWON, Heeeun & HWANG, Beom Seuk, 2023. "Do Spatial Characteristics Affect Housing Prices in Korea? : Evidence from Bayesian Spatial Models," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 64(2), pages 109-124, December.
    15. Pedro V. Amaral & Luc Anselin, 2014. "Finite sample properties of Moran's I test for spatial autocorrelation in tobit models," Papers in Regional Science, Wiley Blackwell, vol. 93(4), pages 773-781, November.
    16. Sang-Il Lee, 2004. "A Generalized Significance Testing Method for Global Measures of Spatial Association: An Extension of the Mantel Test," Environment and Planning A, , vol. 36(9), pages 1687-1703, September.
    17. Ludo Peeters & Coro Chasco, 2016. "Identifying local determinants of destination choices of international immigrants to the Madrid metropolitan area," Papers in Regional Science, Wiley Blackwell, vol. 95(2), pages 281-307, June.
    18. Ou Bianling & Long Zhihe & Li Wenqian, 2019. "Bootstrap LM Tests for Spatial Dependence in Panel Data Models with Fixed Effects," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 330-343, August.
    19. Julie Le Gallo, 2000. "Spatial econometrics (2, Spatial heterogeneity) [Econométrie spatiale (2, Hétérogénéité spatiale)]," Working Papers hal-01526969, HAL.
    20. Raymond J. G. M. Florax & Arno J. Van der Vlist, 2003. "Spatial Econometric Data Analysis: Moving Beyond Traditional Models," International Regional Science Review, , vol. 26(3), pages 223-243, July.

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