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Nontestability of equal weights spatial dependence
Journal article

Nontestability of equal weights spatial dependence

Econometric Theory, Vol.27(6), pp.1369-1375
12/2011

Abstract

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased. © Cambridge University Press 2011.

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