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REFINED TESTS FOR SPATIAL CORRELATION
2014
Econometric Theory
We consider testing the null hypothesis of no spatial correlation against the alternative of pure first order spatial autoregression. A test statistic based on the least squares estimate has good first-order asymptotic properties, but these may not be relevant in small- or moderate-sized samples, especially as (depending on properties of the spatial weight matrix) the usual parametric rate of convergence may not be attained. We thus develop tests with more accurate size properties, by means of
doi:10.1017/s0266466614000498
fatcat:5xpok6ilrrhwtitpt4exs5kocq