A note on the Cliff and Ord test for spatial correlation in panel models

We propose to test for spatial correlation of the disturbances using estimated residuals of the within estimator. We derive asymptotic properties of the test and present simulation evidence to show that it also works well in finite samples.

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Year of publication:	2010
Authors:	Mutl, Jan ; Pfaffermayr, Michael
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 108.2010, 2, p. 225-228
Publisher:	Elsevier
Keywords:	Moran I test Panel data Within estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008866954