A Simple Test of Spatial Autocorrelation for Centered Variables
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.
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
This work is licensed under a Creative Commons Attribution 4.0 International License.