A Test Strategy for Spurious Spatial Regression, Spatial Nonstationarity, and Spatial Cointegration

Jørgen Lauridsen and Reinhold Kosfeld ()

ERSA conference papers from European Regional Science Association

Abstract: A test strategy consisting of a twofold application of a Lagrange Multiplier test is suggested as a device to reveal spatial nonstationarity and spurious spatial regeression. It is further illustrated how the test strategy can be used as a diagnostic for presence of a spatial cointegrating relationship between two variables. Using Monte Carlo simulations it is shown that the small sample behaviour of the test strategy is as desired in these cases.

Date: 2003-08
New Economics Papers: this item is included in nep-ecm and nep-geo
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https://www-sre.wu.ac.at/ersa/ersaconfs/ersa03/cdrom/papers/42.pdf (application/pdf)

Related works:
Journal Article: A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:wiw:wiwrsa:ersa03p42

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