Detección de Dependencia Espacial mediante Análisis Simbólico

Detection of Spatial Dependence using Symbolic Analysis

Marcos Herrera Gómez, Manuel Ruiz Marin and Jesus Mur

MPRA Paper from University Library of Munich, Germany

Abstract: Testing for the assumption of independence between spatial variables is an important first step in spatial conometrics. Usually the researchers use the bivariate generalization of the Moran’s statistic, specifying a spatial matrix a priori. This test is applicable only to detect linear relations in pairs of variables, which must be spatially non-autocorrelated. We develop a new non-parametric test, based on symbolic dynamics, that is free of these shortcomings. The test is consistent, computationally simple to obtain and powerful as shown in our Monte Carlo experiment.

Keywords: Contraste Bivariante de Moran; Dinámica Simbólica; Entropía Simbólica (search for similar items in EconPapers)
JEL-codes: C12 C14 C15 (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/38603/1/MPRA_paper_38603.pdf original version (application/pdf)

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:pra:mprapa:38603

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter (winter@lmu.de).