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Comment on: A non-parametric spatial independence test using symbolic entropy

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  • Elsinger, Helmut

Abstract

In a recent paper López et al. (2010) introduce a new test for spatial independence. The test is a generalization of tests developed in Matilla-García (2007) and Matilla-García and Marín (2008). The results derived need some clarification.

Suggested Citation

  • Elsinger, Helmut, 2013. "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 838-840.
    • Handle: RePEc:eee:regeco:v:43:y:2013:i:5:p:838-840
    DOI: 10.1016/j.regsciurbeco.2013.04.007
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    References listed on IDEAS

    as
    1. Jenish, Nazgul & Prucha, Ingmar R., 2009. "Central limit theorems and uniform laws of large numbers for arrays of random fields," Journal of Econometrics, Elsevier, vol. 150(1), pages 86-98, May.
    2. López, Fernando & Matilla-García, Mariano & Mur, Jesús & Marín, Manuel Ruiz, 2010. "A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 106-115, May.
    3. repec:onb:oenbwp:y::i:165:b:1 is not listed on IDEAS
    4. Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
    5. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
    6. Matilla-Garcia, Mariano, 2007. "A non-parametric test for independence based on symbolic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3889-3903, December.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Fernando A. López & Mariano Matilla-García & Jesús Mur & Antonio Páez & Manuel Ruiz, 2016. "A note on the SG(m) test," Journal of Geographical Systems, Springer, vol. 18(1), pages 87-96, January.

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    More about this item

    Keywords

    Independence tests; Symbolic dynamics; Permutation entropy;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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