SOME ROBUST APPROACHES TO TESTING AND ESTIMATION IN SPATIAL ECONOMETRICS

被引：92

作者：

ANSELIN, L

机构：

[1] University of California, Santa Barbara

来源：

REGIONAL SCIENCE AND URBAN ECONOMICS | 1990年 / 20卷 / 02期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0166-0462(90)90001-J

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Some robust approaches are outlined that form a basis for a more realistic statistical inference in spatial econometric models. Three specific issues are addressed: significance tests on coefficients in the spatial expansion method that are robust to the presence of heteroskedasticity of unknown form; heteroskedasticity-robust specification tests for spatial dependence; and boot-strap estimation in spatial autoregressive models. The techniques are presented in formal terms and their application to spatial analysis is illustrated in a number of simple empirical examples. © 1990.

引用

页码：141 / 163

页数：23

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