A note on the Cliff and Ord test for spatial correlation in panel models

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 108
Issue: 2
Pages: 225-228

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose to test for spatial correlation of the disturbances using estimated residuals of the within estimator. We derive asymptotic properties of the test and present simulation evidence to show that it also works well in finite samples.

Technical Details

RePEc Handle
repec:eee:ecolet:v:108:y:2010:i:2:p:225-228
Journal Field
General
Author Count
2
Added to Database
2026-01-26