A Simple Test of Spatial Autocorrelation for Centered Variables

Jesus Mur

Revista Economía, 2021, vol. 44, issue 87, 41-55

Abstract: We present a simple test of spatial autocorrelation based on the skedastic structure of the spatialseries. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain,specially in a case of small samples where the newGQsptest has great power, higher than otheralternatives existing in the literature.

Keywords: Spatial autocorrelation; Moran’s I; Small samples (search for similar items in EconPapers)
JEL-codes: C12 C13 C15 C52 R15 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:pcp:pucrev:y:2021:i:87:p:41-55

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