Konferenzbeitrag
A Test Strategy for Spurious Spatial Regression, Spatial Nonstationarity, and Spatial Cointegration
A test strategy consisting of a twofold application of a Lagrange Multiplier test is suggested as a device to reveal spatial nonstationarity and spurious spatial regeression. It is further illustrated how the test strategy can be used as a diagnostic for presence of a spatial cointegrating relationship between two variables. Using Monte Carlo simulations it is shown that the small sample behaviour of the test strategy is as desired in these cases.
- Language
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Englisch
- Bibliographic citation
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Series: 43rd Congress of the European Regional Science Association: "Peripheries, Centres, and Spatial Development in the New Europe", 27th - 30th August 2003, Jyväskylä, Finland
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Lauridsen, Jorgen
Kosfeld, Reinhold
- Event
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Veröffentlichung
- (who)
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European Regional Science Association (ERSA)
- (where)
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Louvain-la-Neuve
- (when)
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2003
- Handle
- Last update
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10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Lauridsen, Jorgen
- Kosfeld, Reinhold
- European Regional Science Association (ERSA)
Time of origin
- 2003
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