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Detección de Dependencia Espacial mediante Análisis Simbólico
[Detection of Spatial Dependence using Symbolic Analysis]

Author

Listed:
  • Herrera Gómez, Marcos
  • Ruiz Marín, Manuel
  • Mur Lacambra, Jesús

Abstract

Testing for the assumption of independence between spatial variables is an important first step in spatial conometrics. Usually the researchers use the bivariate generalization of the Moran’s statistic, specifying a spatial matrix a priori. This test is applicable only to detect linear relations in pairs of variables, which must be spatially non-autocorrelated. We develop a new non-parametric test, based on symbolic dynamics, that is free of these shortcomings. The test is consistent, computationally simple to obtain and powerful as shown in our Monte Carlo experiment.

Suggested Citation

  • Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011. "Detección de Dependencia Espacial mediante Análisis Simbólico [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper 38603, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:38603
    as

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    References listed on IDEAS

    as
    1. 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.
    2. Yongmiao Hong & Halbert White, 2005. "Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence," Econometrica, Econometric Society, vol. 73(3), pages 837-901, May.
    3. 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.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Contraste Bivariante de Moran; Dinámica Simbólica; Entropía Simbólica;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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