Moran's I test of spatial panel data model — Based on bootstrap method

Tongxian Ren, Zhihe Long, Rengui Zhang and Qingqing Chen

Economic Modelling, 2014, vol. 41, issue C, 9-14

Abstract: Under the condition of the finite sample or the unknown distributed error term, testing for spatial dependence in panel data models is an unresolved problem in spatial econometrics. In this paper, a fast double bootstrap (FDB) method is used to construct bootstrap Moran's I tests for Moran's I test in spatial panel data models, and Monte Carlo simulation experiments are used to prove the effectiveness from two aspects including size distortion and power. The experiment results show that, in asymptotic Moran's I test, there is serious size distortion, which could be rectified in bootstrap Moran's I test.

Keywords: Bootstrap methods; Moran's I test; Spatial panel data; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S026499931400162X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecmode:v:41:y:2014:i:c:p:9-14

DOI: 10.1016/j.econmod.2014.04.022

Access Statistics for this article

Economic Modelling is currently edited by S. Hall and P. Pauly

More articles in Economic Modelling from Elsevier
Bibliographic data for series maintained by Catherine Liu ().