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

Jan Mutl and Michael Pfaffermayr

Economics Letters, 2010, vol. 108, issue 2, 225-228

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: Moran; I; test; Panel; data; Within; estimator (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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