出版社：Suntory Toyota International Centres for Economics and Related Disciplines
摘要：We consider testing the null hypothesis of no spatial autocorrelation against the alternative of rst order spatial autoregression. A Wald test statistic has good rstorder 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 Edgeworth expansions and the bootstrap. The nite-sample performance of the tests is examined in Monte Carlo simulations.
关键词：Spatial Autocorrelation; Ordinary Least Squares; Hypothesis Testing;Edgeworth Expansion; Bootstrap.
