SPATIAL DEPENDENCE AND SPATIAL STRUCTURAL INSTABILITY IN APPLIED REGRESSION-ANALYSIS

被引:165
作者
ANSELIN, L [1 ]
机构
[1] UNIV CALIF SANTA BARBARA, DEPT ECON, SANTA BARBARA, CA 93106 USA
关键词
D O I
10.1111/j.1467-9787.1990.tb00092.x
中图分类号
F [经济];
学科分类号
02 ;
摘要
The stability of regression coefficients over the observation set (“regional homogeneity”) is typically assessed by means of a Chow test or within a seemingly unrelated regression (SUR) framework. When spatial error autocorrelation is present in cross‐sectional equations the traditional tests are no longer applicable. I evaluate this both in formal terms as well as empirically. I introduce a taxonomy of spatial effects in models for structural instability, and discuss its implication for testing. I compare the performance of traditional tests, robust approaches, maximum‐likelihood procedures and pretest techniques by means of a series of simple Monte Carlo experiments. Copyright © 1990, Wiley Blackwell. All rights reserved
引用
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页码:185 / 207
页数:23
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