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A note on the Cliff and Ord test for spatial correlation in panel models

Article ID Journal Published Year Pages File Type
5061122 Economics Letters 2010 4 Pages PDF
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
C23C21Panel data
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A note on the Cliff and Ord test for spatial correlation in panel models
Authors
Jan Mutl, Michael Pfaffermayr,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
C23
C21
Panel data
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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