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A Simple Test of Spatial Autocorrelation for Centered Variables

Author

Listed:
  • Jesús Mur

    (Department of Economic Analysis, University of Zaragoza, Zaragoza, Spain)

Abstract

We present a simple test of spatial autocorrelation based on the skedastic structure of the spatialseries. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain,specially in a case of small samples where the newGQsptest has great power, higher than otheralternatives existing in the literature.

Suggested Citation

  • Jesús Mur, 2021. "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 41-55.
    • Handle: RePEc:pcp:pucrev:y:2021:i:87:p:41-55
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    File URL: https://revistas.pucp.edu.pe/index.php/economia/article/view/23711/22646
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    More about this item

    Keywords

    Spatial autocorrelation; Moran’s I; Small samples;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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