The Influence of Spatially Correlated Heteroskedasticity on Tests for Spatial Correlation

Harry H. Kelejian and Dennis P. Robinson
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Harry H. Kelejian: University of Maryland
Dennis P. Robinson: University of Arkansas at Little Rock

Chapter 4 in Advances in Spatial Econometrics, 2004, pp 79-97 from Springer

Abstract: Abstract In cross sectional regression models the possibility of spill-overs between neighboring units is increasingly being recognized in both the theoretical and applied literature.1 Within a regression framework, typically recognized forms of such spill-overs relate to the model’s dependent and independent variables, as well as to the error terms. General issues relating to spill-overs suggest that the model's error terms may be spatially correlated. Because the statistical properties of the regression parameter estimators depend upon whether or not the error terms are indeed spatially correlated, tests for such correlation are frequently considered.2

Keywords: Error Term; Spatial Correlation; Endogenous Variable; Cross Sectional Unit; Robust Version (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/978-3-662-05617-2_4

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