标题:A simple spatial dependence test robust to local and distributional misspecifications
作者:Fang, Ying; Park, Sung Y.; Zhang, Jinfeng
作者机构:[Fang, Ying] Xiamen Univ, Wang Yanan Inst Studies Econ, MOE Key Lab Econometr, Fujian Key Lab Stat Sci, Xiamen 361005, Fujian, Peoples R China.; [Pa 更多
通讯作者:Park, SY
通讯作者地址:[Park, SY]Chung Ang Univ, Sch Econ, 84 Heuksok Ro, Seoul 156756, South Korea.
来源:ECONOMICS LETTERS
出版年:2014
卷:124
期:2
页码:203-206
DOI:10.1016/j.econlet.2014.05.015
关键词:Spatial dependence; Score test; Robust test; Distribution; misspecification; Local misspecification
摘要: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. (C) 2014 Elsevier B.V. All rights reserved.
收录类别:SCOPUS;SSCI
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84901997005&doi=10.1016%2fj.econlet.2014.05.015&partnerID=40&md5=962b86427437f57947a59f46e5fec5d1
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