A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration

被引：18

作者：

Lauridsen, Jorgen

Kosfeld, Reinhold

机构：

[1] Univ So Denmark, Dept Econ & Business, DK-5230 Odense M, Denmark

[2] Univ Kassel, Dept Econ, D-34109 Kassel, Germany

来源：

PAPERS IN REGIONAL SCIENCE | 2006年 / 85卷 / 03期

关键词：

spatial nonstationarity; spatial cointegration; spurious regression;

D O I：

10.1111/j.1435-5957.2006.00087.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A test strategy consisting of a two-step Lagrange Multiplier test is suggested as a device to reveal spatial nonstationarity and spurious spatial regression. 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.

引用

页码：363 / 377

页数：15

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