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Testing for Unit Roots and Cointegration in Spatial Cross-Section Data
Spatial Economic Analysis
Spatial impulses are derived for SAR models containing a spatial unit root. Analytical solutions are obtained for lateral space where the number of spatial units tends to infinity. Numerical solutions are obtained for finite lattices where edge-effects are shown to influence spatial impulses. Monte Carlo simulation methods are used to compute critical values for spatial unit root tests in SAR models estimated from spatial cross-section data. We also compute critical SAC values for spatialdoi:10.1080/17421772.2012.669491 fatcat:u7g6oodn5rhefkevtvxrcrd5n4