On the Asymptotic Distribution of the Moran I Test Statistic with Applications

Harry H. Kelejian () and Ingmar Prucha
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Harry H. Kelejian: Department of Economics, University of Maryland, http://econweb.umd.edu/~kelejian/

Electronic Working Papers from University of Maryland, Department of Economics

Abstract: By far, the most popular test for spatial correlation is the one based on Moran's (1950) I test statistic. Despite this, the available results in the literature concerning the large sample distribution of this statistic are limited and have been derived under assumptions that do not cover many applications of interest. In this paper we first give a general result concerning the large sample distribution of Moran I type test statistic. We then apply this result to derive the large sample distribution of the Moran I test statistic for a variety of important models for which general spatial correlation testing procedures are not available. In order to establish these results we also give a new central limit theorem for linear-quadratic forms.

Keywords: Moran I Test; Spatial Autocorrelation; Asymptotic Distribution; Central Limit Theorem (search for similar items in EconPapers)
JEL-codes: C12 C21 (search for similar items in EconPapers)
Date: 1999-02
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Citations: View citations in EconPapers (4)

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Journal Article: On the asymptotic distribution of the Moran I test statistic with applications (2001)
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