Kouassi, Eugene; Mougoué, Mbodja; Sango, Joel; Bosson … - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 153-171
spatial correlation. In addition, two conditional LM tests are also derived: for no spatial correlation given … heteroskedasticity and for homoskedasticity given spatial correlation respectively. These tests are compared with marginal ones that … ignore heteroskedasticity in testing for spatial correlation, or spatial correlation in testing for homoskedasticity. Monte …