Large-sample inference on spatial dependence

Econometrics Journal

Volumn 12, Issue SUPPL. 1, 2009, Pages

  Robinson, P M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Asymptotic theory; Independence testing; Parameter estimation; Spatial dependence

Indexed keywords

EID: 67650675400     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00264.x     Document Type: Article

References (8)

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5. Moran, P. A. P. (1950). Notes on continuous stochastic phenomena. Biometrika 37, 17-23.
6. Pinkse, J. (1999). Asymptotic Properties of Moran and Related Tests and Testing for Spatial Correlation in Probit Models. Working paper, University of British Columbia.
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8. Taylor, S. (1986). Modelling Financial Time Series. New York: John Wiley.