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A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications

Id：2231 Date：20131014 Status： ClickTimes：
作者Ying Fang, Sung Y. Park
正文In this paper, we derive a class of modified score tests robust to local and distributional misspecifications for testing spatial error autocorrelation and spatial lag dependence. The proposed tests are general enough to include several popular tests for the spatial dependence as special cases. Moreover, we show that the popular test statistics proposed by Burridge (1980) and Anselin et al. (1996) are robust to distributional misspecification although they are derived under normality assumption.
JEL-Codes：C12; C21; R10
关键词：Spatial dependence; Score test; Robust test; Distribution misspecification ;Local misspecification
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