Detección de Dependencia Espacial mediante Análisis Simbólico

Detection of Spatial Dependence using Symbolic Analysis

Marcos Herrera Gómez, Manuel Ruiz Marin and Jesus Mur
Authors registered in the RePEc Author Service: Marcos Herrera Gómez

MPRA Paper from University Library of Munich, Germany

Abstract: Testing for the assumption of independence between spatial variables is an important first step in spatial conometrics. Usually the researchers use the bivariate generalization of the Moran’s statistic, specifying a spatial matrix a priori. This test is applicable only to detect linear relations in pairs of variables, which must be spatially non-autocorrelated. We develop a new non-parametric test, based on symbolic dynamics, that is free of these shortcomings. The test is consistent, computationally simple to obtain and powerful as shown in our Monte Carlo experiment.

Keywords: Contraste Bivariante de Moran; Dinámica Simbólica; Entropía Simbólica (search for similar items in EconPapers)
JEL-codes: C12 C14 C15 (search for similar items in EconPapers)
Date: 2011
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