Properties of tests for spatial error components

By Luc Anselin, Rosina Moreno. 2003

109 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/006267d81b727ac99941fbc88a3d9496c797e61a

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In Economics and Econometrics

Citations in the corpus

Spatial Spillovers and Innovation Activity in European Regions (2005, background): “Although unbiased, the OLS estimators will no longer be efficient, as a consequence of the nonspherical error covariance [for different specifications of the spatial error terms see Anselin and Moreno (2003)].”
Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors (2009, methodology): “However, these papers partly do not focus on SAR but on different spatial processes (e.g., Kelejian and Robinson, 1992, Anselin and Moreno, 2003), partly they consider 1 the size and power of MLE-based versus GMM-based tests against spatially autocorrelated residuals in small samples by setting up…”
Under the hood (2002, background): “7See, for example, the discussion in Baller et al. (2001) and Messner and Anselin (2003).”
The relative efficiencies of various predictors in spatial econometric models containing spatial lags (2007, methodology): “As will become evident below, the use of Λ 1 corresponds to predictions motivated by the reduced form in (2), and was considered in Kelejian and Yuzefovich (2004); the use of Λ 2 corresponds to predictions motivated by (5).”
Panel Unit Root Tests and Spatial Dependence (2006, unknown): “FRENCH INCOMES PER COMMUNE Following Anselin and Moreno (2003), we consider irregular lattice structures by taking spatial groupings of N = 50, 100 and 1000 French administrative communes covering the period 1985-98 (T = 14)11.”
Spatial Panel Econometrics (2008, methodology): “A spatial error components specification (SEC) was suggested by Kelejian and Robinson as an alternative to the SAR and SMA models (Kelejian and Robinson, 1995, Anselin and Moreno, 2003).”
A non-parametric spatial independence test using symbolic entropy (2010, methodology): “(4) The KR test of Kelejian and Robinson (1992) and the Lagrange Multiplier, which Anselin and Moreno (2003) derive for the error components model of Kelejian and Robinson (1995).”