A Simple Test of Spatial Autocorrelation for Centered Variables

Authors

Author Biography

  • Jesús Mur, University of Zaragoza

    Department of Economic Analysis, University of Zaragoza, Zaragoza, Spain.
    jmur@unizar.es

DOI:

https://doi.org/10.18800/economia.202101.003

Keywords:

Spatial autocorrelation, Moran’s I, Small samples

Abstract

We present a simple test of spatial autocorrelation based on the skedastic structure of the spatial series. 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 new GQsp test has great power, higher than other alternatives existing in the literature.

Downloads

Download data is not yet available.

Downloads

Published

2021-05-06

Issue

Vol. 44 No. 87 (2021)

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Mur, J. (2021). A Simple Test of Spatial Autocorrelation for Centered Variables. Economia, 44(87), 41-55. https://doi.org/10.18800/economia.202101.003