A simple spatial dependence test robust to local and distributional misspecifications

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 124
Issue: 2
Pages: 203-206

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

In this paper, we derive a class of modified score tests robust to local and distributional misspecifications for testing spatial error autocorrelation and spatial lag dependence. The proposed tests are general enough to include several popular tests for the spatial dependence as special cases. Moreover, we show that the popular test statistics proposed by Burridge (1980) and Anselin et al. (1996) are robust to distributional misspecification although they are derived under normality assumption.

Technical Details

RePEc Handle
repec:eee:ecolet:v:124:y:2014:i:2:p:203-206
Journal Field
General
Author Count
3
Added to Database
2026-01-25