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Large-Sample Inference on Spatial Dependence

Robinson, Peter M. - 2009

We consider cross-sectional data that exhibit no spatial correla- tion, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of financial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The...

Persistent link: https://www.econbiz.de/10013159960

Non-nested testing of spatial correlation

Delgado, Miguel A.; Robinson, Peter M. - 2013

Persistent link: https://www.econbiz.de/10010260228

Improved tests for spatial correlation

Robinson, Peter M.; Rossi, Francesca - 2013

Persistent link: https://www.econbiz.de/10010260248

Inference on higher-order spatial autoregressive models with increasingly many parameters

Gupta, Abhimanyu; Robinson, Peter M. - 2013

Persistent link: https://www.econbiz.de/10010234259

Improved Lagrange multiplier tests in spatial autoregressions

Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164

Persistent link: https://www.econbiz.de/10010498750

Nonparametric spectrum estimation for spatial data

Robinson, Peter M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003289013

Large-sample inference on spatial dependence

Robinson, Peter M. (contributor) - 2008

We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of financial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The...

Persistent link: https://www.econbiz.de/10003765993

Large-sample inference on spatial dependence

Robinson, Peter M. - In: The econometrics journal 12 (2009), pp. 68-82

Persistent link: https://www.econbiz.de/10003876296

Refined tests for spatial correlation

Robinson, Peter M.; Rossi, Francesca - In: Econometric theory 31 (2015) 6, pp. 1249-1280

Persistent link: https://www.econbiz.de/10011545542

Refinements in maximum likelihood inference on spatial autocorrelation in panel data

Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456

Persistent link: https://www.econbiz.de/10011504614