A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration

Jørgen Lauridsen and Reinhold Kosfeld ()

Papers in Regional Science, 2006, vol. 85, issue 3, 363-377

Abstract: Abstract. A test strategy consisting of a two‐step Lagrange Multiplier test is suggested as a device to reveal spatial nonstationarity and spurious spatial regression. It is further illustrated how the test strategy can be used as a diagnostic for presence of a spatial cointegrating relationship between two variables. Using Monte Carlo simulations it is shown that the small‐sample behaviour of the test strategy is as desired in these cases.

Date: 2006
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Citations: View citations in EconPapers (15)

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https://doi.org/10.1111/j.1435-5957.2006.00087.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:presci:v:85:y:2006:i:3:p:363-377

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