Improved Spatial Dependence-Robust Inference via Pre-whitening

Timothy G. Conley, Morgan Kelly and Damian Kozbur

No 202611, Working Papers from School of Economics, University College Dublin

Abstract: This paper presents a method to improve existing spatial dependence-robust inference procedures for spatial data. Our method involves augmenting a regression specification with functions of locations that reduce spatial correlation in regression scores and serves as a pre-whitener, followed by spatial HAC inference. We provide simulation evidence that our method results in substantial improvements in terms of statistical coverage properties for confidence intervals.

Keywords: Spatial Detrending; Spline basis (search for similar items in EconPapers)
JEL-codes: C21 (search for similar items in EconPapers)
Pages: 34 pages
Date: 2026-05
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