Asymptotic distribution of Moran test in spatial econometric autoregressive models
Author:
  • Article
  • | |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • | |
  • Comments
    Abstract:

    In this paper , based on the 2SLS residuals in the spatial econometric autoregressive model , we prove that Moran test is asymptotically normal distribution when the error is independent and identically dis tributed , and then establish OLLMoran test. Monte Carlo experiment results show that size distortion of OLL Moran test in this research is less than that of KP Moran , and the power of OLL Moran test is more than that of KPMoran. OLL Moran test has good finite sample performance , and could check effectively spatial correlation among 2SLS residuals in the spatial econometric autoregressive model.

    Reference
    Related
    Cited by
Get Citation
Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Online: April 17,2018
You are the th visitor Address:Room 908, Building A, 25th Teaching Building, Tianjin University, 92 Weijin Road, Nankai District, Tianjin Postcode:300072
Telephone:022-27403197 Email:jmsc@tju.edu.cn