Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5061122 | Economics Letters | 2010 | 4 Pages |
Abstract
We propose to test for spatial correlation of the disturbances using estimated residuals of the within estimator. We derive asymptotic properties of the test and present simulation evidence to show that it also works well in finite samples.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jan Mutl, Michael Pfaffermayr,