Spatial autocorrelation

Statistik/Ökonometrie

Finite Sample Power of Cliff-Ord-Type Tests for Spatial Disturbance Correlation in Linear Regression

The paper considers tests against autocorrelation among the disturbances in linear regression models that can be expressed as ratios of quadratic...

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Statistik/Ökonometrie

The robustness of the F-test to spatial autocorrelation among regression disturbances

It is shown that the null distribution of the F-test in a linear regression is rather non-robust to spatial autocorrelation among the regression...

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